Vanguard Ftse Canada IDX ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.58% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 14.96 | |
| 0.0000 | 0.00 | |
| 0.8700 | 261.51 | |
| 0.1914 | 18.00 |
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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