Vanguard Ftse CDN DV YLD ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.59% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 18.64 | |
| 0.1332 | 28.87 | |
| 0.8406 | 175.01 |
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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