Vanguard Canadian CPT BD INX AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.54% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 8.41 | |
| 0.0584 | 7.35 | |
| 0.9052 | 100.45 | |
| 0.0570 | 2.91 |
Estimation Period:
Feb 7, 2017 to Feb 6, 2026
Feb 7, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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