TD International Equity Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.03% (+2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7988 | 5.35 | |
| 0.0785 | 16.38 | |
| 0.9613 | 107.29 | |
| 3.7160 | 8.12 |
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Mar 30, 2016 to Feb 6, 2026
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