Vanguard Canadian GVT BD IDX Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.76% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7790 | 2.13 | |
| 0.0374 | 1.54 | |
| 0.8286 | 5.84 | |
| -0.8755 | -0.52 | |
| 2.3108 | 0.98 | |
| -2.9453 | -2.70 | |
| 2.7806 | 4.59 | |
| -1.7304 | -4.12 | |
| 0.0330 | 0.09 | |
| 0.7261 | 1.87 | |
| -0.9130 | -1.29 |
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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