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Vanguard Canadian GVT BD IDX Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.76% (-0.06%)
Analysis last updated: Tuesday, February 10, 2026 at 02:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Vanguard Canadian GVT BD IDX SGARCH
paramt-stat
ω0.77902.13
α0.03741.54
β0.82865.84
γ1-0.8755-0.52
γ22.31080.98
γ3-2.9453-2.70
γ42.78064.59
γ5-1.7304-4.12
γ60.03300.09
γ70.72611.87
γ8-0.9130-1.29
Estimation Period:
Feb 7, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts