Vanguard CDN AGG BD IDX ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.60% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 18.12 | |
| 0.0741 | 20.79 | |
| 0.9088 | 261.30 |
Estimation Period:
Dec 6, 2011 to Feb 6, 2026
Dec 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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