Vanguard Ftse Canada IDX ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.09% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 23.45 | |
| 0.1350 | 26.78 | |
| 0.8205 | 162.53 |
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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