Vanguard Ftse Canada IDX ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.16% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6380 | 11.53 | |
| 0.1272 | 18.10 | |
| 0.9589 | 239.90 | |
| 9.9628 | 2.90 |
Estimation Period:
Dec 6, 2011 to Feb 6, 2026
Dec 6, 2011 to Feb 6, 2026
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