TD U.S. ETY CAD HGD Indx ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.79% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0107 | -1.79 | |
| 0.1004 | 19.36 | |
| 0.8721 | 160.20 | |
| 0.6917 | 12.16 |
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Mar 30, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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