TD U.S. Equity Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.08% (+2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8074 | 8.40 | |
| 0.1268 | 6.51 | |
| 0.8216 | 33.65 | |
| -0.0022 | -0.95 |
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Mar 30, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other TD U.S. Equity Index ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs