TD Canadian Equity Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.85% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 14.86 | |
| 0.0000 | 0.00 | |
| 0.8483 | 201.97 | |
| 0.2243 | 15.52 |
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Mar 30, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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