Vanguard Canadian CPT BD INX EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.52% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0890 | -5.33 | |
| 0.1042 | 4.40 | |
| 0.9598 | 107.27 | |
| -0.0523 | -5.81 |
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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