TD Q US Small-Mid-Cap EQ ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.01% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 7.30 | |
| 0.0000 | 0.00 | |
| 0.9407 | 180.52 | |
| 0.0741 | 6.82 |
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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