Vanguard CDN AGG BD IDX ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.65% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 17.97 | |
| 0.0684 | 11.37 | |
| 0.9091 | 265.19 | |
| 0.0096 | 0.87 |
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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