Vanguard Ftse CDN DV YLD ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.48% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0005 | -0.49 | |
| 0.1050 | 29.54 | |
| 0.8614 | 242.78 | |
| 0.4740 | 29.45 |
Estimation Period:
Nov 8, 2012 to Feb 6, 2026
Nov 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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