TD Canadian Equity Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.43% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0800 | 5.10 | |
| 0.1416 | 5.65 | |
| 0.7775 | 26.10 | |
| 0.2043 | 3.33 | |
| -0.2949 | -3.14 | |
| 0.1483 | 1.17 |
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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