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V-Lab

TD Select US ST Corp BD ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.20% (0.00%)
Analysis last updated: Saturday, February 7, 2026 at 01:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of TD Select US ST Corp BD ETF SGARCH
paramt-stat
ω1.06721.43
α0.00000.00
β0.92773.68
γ12.71051.06
γ2-4.3547-1.27
γ31.85941.02
γ40.89420.60
γ5-2.6661-2.43
γ62.36402.95
γ7-0.9351-1.31
γ8-0.0394-0.04
Estimation Period:
Nov 14, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts