Vanguard Canadian GVT BD IDX GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.60% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 7.21 | |
| 0.0251 | 4.82 | |
| 0.9535 | 270.79 | |
| 0.0131 | 1.77 |
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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