Vanguard Canadian CPT BD INX GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:119.47% (-7.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.8241 | 14.57 | |
| 0.0467 | 68.02 | |
| 0.9975 | 5,063.56 | |
| 2.0003 | 1,000,150.00 |
Estimation Period:
Feb 7, 2017 to Feb 6, 2026
Feb 7, 2017 to Feb 6, 2026
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