TD Select US ST Corp BD ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.20% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0672 | 1.43 | |
| 0.0000 | 0.00 | |
| 0.9277 | 3.68 | |
| 2.7105 | 1.06 | |
| -4.3547 | -1.27 | |
| 1.8594 | 1.02 | |
| 0.8942 | 0.60 | |
| -2.6661 | -2.43 | |
| 2.3640 | 2.95 | |
| -0.9351 | -1.31 | |
| -0.0394 | -0.04 |
Estimation Period:
Nov 14, 2018 to Feb 6, 2026
Nov 14, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other TD Select US ST Corp BD ETF Analyses
Other Spline-GARCH Analyses on ETFs