Vanguard Ftse Canada IDX ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.61% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0096 | -6.20 | |
| 0.0915 | 29.71 | |
| 0.8658 | 290.25 | |
| 0.6540 | 30.67 |
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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