TD Canadian Equity Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.32% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7499 | 83.22 | |
| 0.2569 | 28.57 | |
| 0.0189 | 2.03 | |
| 0.1110 | 2.04 | |
| 0.8580 | 12.29 |
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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