Vanguard Ftse Canada IDX ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.01% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0776 | 8.50 | |
| 0.1428 | 7.26 | |
| 0.8060 | 40.79 | |
| 0.0108 | 2.59 |
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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