TD U.S. Equity Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.54% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8557 | 9.72 | |
| 0.1185 | 18.78 | |
| 0.9535 | 172.05 | |
| 6.7730 | 4.23 |
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Mar 30, 2016 to Feb 6, 2026
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