Vanguard Canadian CPT BD INX GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.32% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 10.51 | |
| 0.0580 | 7.68 | |
| 0.9077 | 106.62 |
Estimation Period:
Feb 7, 2017 to Feb 13, 2026
Feb 7, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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