Vanguard Canadian GVT BD IDX GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.60% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 7.22 | |
| 0.0344 | 9.61 | |
| 0.9492 | 264.33 |
Estimation Period:
Feb 7, 2017 to Feb 6, 2026
Feb 7, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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