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V-Lab

TD Active GL Real EST EQ ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.46% (-0.05%)
Analysis last updated: Saturday, February 7, 2026 at 01:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of TD Active GL Real EST EQ ETF SGARCH
paramt-stat
ω0.36013.48
α0.05452.24
β0.81568.06
γ1-14.4675-4.31
γ219.51383.86
γ3-5.6610-1.96
γ42.01210.91
γ5-4.3381-2.00
γ64.89862.26
γ7-3.4421-1.27
γ84.10861.42
γ9-6.0186-2.42
γ107.02862.37
Estimation Period:
Nov 26, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts