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TD Active US HI Yild BND ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.02% (-0.04%)
Analysis last updated: Wednesday, February 11, 2026 at 02:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of TD Active US HI Yild BND ETF S0GARCH
paramt-stat
ω0.12642.15
α0.02271.11
β0.84896.71
γ1-18.2871-4.17
γ219.70923.10
γ32.99320.87
γ4-5.1696-1.98
γ5-2.0962-0.77
γ64.05541.51
γ7-2.1550-0.92
γ83.08611.46
γ9-4.7189-2.52
γ104.05233.13
Estimation Period:
Nov 26, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts