TD Active US HI Yild BND ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.28% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1196 | 2.09 | |
| 0.0228 | 1.09 | |
| 0.8348 | 6.02 | |
| -18.8807 | -4.34 | |
| 20.5277 | 3.27 | |
| 2.6617 | 0.79 | |
| -5.0114 | -1.94 | |
| -2.1662 | -0.81 | |
| 4.0729 | 1.54 | |
| -2.1368 | -0.92 | |
| 3.0238 | 1.41 | |
| -4.5732 | -2.23 | |
| 3.6822 | 1.24 |
Estimation Period:
Nov 26, 2019 to Feb 6, 2026
Nov 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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