TD All-Equity ETF Portfolio GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.13% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 5.00 | |
| 0.0000 | 0.00 | |
| 0.8239 | 31.58 | |
| 0.1747 | 5.00 |
Estimation Period:
Apr 15, 2025 to Feb 13, 2026
Apr 15, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other TD All-Equity ETF Portfolio Analyses
Other GJR-GARCH Analyses on ETFs