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V-Lab

TD Active US HI Yild BND ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.28% (+0.06%)
Analysis last updated: Tuesday, February 10, 2026 at 02:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of TD Active US HI Yild BND ETF SGARCH
paramt-stat
ω0.11962.09
α0.02281.09
β0.83486.02
γ1-18.8807-4.34
γ220.52773.27
γ32.66170.79
γ4-5.0114-1.94
γ5-2.1662-0.81
γ64.07291.54
γ7-2.1368-0.92
γ83.02381.41
γ9-4.5732-2.23
γ103.68221.24
Estimation Period:
Nov 26, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts