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V-Lab

TD Q U.S. LOW Volatility ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.22% (0.00%)
Analysis last updated: Saturday, February 7, 2026 at 01:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of TD Q U.S. LOW Volatility ETF S0GARCH
paramt-stat
ω1.22321.04
α0.00000.00
β0.90861.40
γ18.01350.84
γ2-11.4421-0.91
γ35.44440.94
γ4-3.9081-1.00
γ51.81230.70
γ60.53420.24
γ7-0.0772-0.03
γ81.28200.49
γ9-5.0566-1.97
γ104.93892.88
Estimation Period:
Jun 2, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts