TD Q Canadian Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.34% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 13.88 | |
| 0.0187 | 3.23 | |
| 0.8116 | 129.76 | |
| 0.2570 | 12.60 |
Estimation Period:
Nov 26, 2019 to Feb 6, 2026
Nov 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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