TD Canadian Equity Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.68% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6435 | 6.35 | |
| 0.1337 | 18.34 | |
| 0.9517 | 106.35 | |
| 4.7844 | 7.30 |
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Mar 30, 2016 to Feb 6, 2026
Other TD Canadian Equity Index ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs