Vanguard CDN AGG BD IDX ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.61% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1142 | 13.17 | |
| 0.0531 | 27.22 | |
| 0.9891 | 972.60 | |
| 9.4936 | 4.88 |
Estimation Period:
Dec 6, 2011 to Feb 6, 2026
Dec 6, 2011 to Feb 6, 2026
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