Vanguard CDN AGG BD IDX ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.72% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8628 | 5.83 | |
| 0.0748 | 5.26 | |
| 0.9072 | 64.29 | |
| -0.0013 | -0.82 |
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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