Vanguard Canadian LT BD INX GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.85% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 11.49 | |
| 0.0573 | 17.97 | |
| 0.9321 | 293.31 |
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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