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TD Select US ST Corp BD ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.48% (0.00%)
Analysis last updated: Saturday, February 7, 2026 at 01:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of TD Select US ST Corp BD ETF S0GARCH
paramt-stat
ω1.06021.43
α0.00000.00
β0.92693.65
γ12.67421.05
γ2-4.3023-1.26
γ31.83341.01
γ40.91450.61
γ5-2.6981-2.46
γ62.43903.09
γ7-1.1080-1.73
γ80.36430.91
Estimation Period:
Nov 14, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts