Vanguard Canadian LT BD INX GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.68% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3653 | 10.17 | |
| 0.0394 | 24.96 | |
| 0.9945 | 1,001.46 | |
| 7.1950 | 7.92 |
Estimation Period:
Feb 7, 2017 to Feb 13, 2026
Feb 7, 2017 to Feb 13, 2026
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