TD Active Preferred Share ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.01% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 13.60 | |
| 0.0795 | 7.19 | |
| 0.8469 | 160.48 | |
| 0.1472 | 6.80 |
Estimation Period:
Nov 14, 2018 to Feb 6, 2026
Nov 14, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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