TD Select US ST Corp BD ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.62% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 3.72 | |
| 0.0207 | 3.10 | |
| 0.9468 | 78.56 | |
| -0.0081 | -1.09 |
Estimation Period:
Nov 14, 2018 to Feb 6, 2026
Nov 14, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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