TD Active GL Real EST EQ ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.46% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3601 | 3.48 | |
| 0.0545 | 2.24 | |
| 0.8156 | 8.06 | |
| -14.4675 | -4.31 | |
| 19.5138 | 3.86 | |
| -5.6610 | -1.96 | |
| 2.0121 | 0.91 | |
| -4.3381 | -2.00 | |
| 4.8986 | 2.26 | |
| -3.4421 | -1.27 | |
| 4.1086 | 1.42 | |
| -6.0186 | -2.42 | |
| 7.0286 | 2.37 |
Estimation Period:
Nov 26, 2019 to Feb 6, 2026
Nov 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other TD Active GL Real EST EQ ETF Analyses
Other Spline-GARCH Analyses on ETFs