Vanguard Canadian GVT BD IDX GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17,542.86% (-3,683.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1333 | 7.19 | |
| 0.1453 | 32.17 | |
| 0.9990 | 9,794.12 | |
| 2.0000 | 166,666.67 |
Estimation Period:
Feb 7, 2017 to Feb 9, 2026
Feb 7, 2017 to Feb 9, 2026
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