TD International Equity Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.64% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 14.60 | |
| 0.0350 | 4.32 | |
| 0.8604 | 133.30 | |
| 0.0969 | 6.02 |
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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