Vanguard Canadian LT BD INX GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.86% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0051 | 11.59 | |
| 0.0560 | 8.60 | |
| 0.9319 | 292.58 | |
| 0.0028 | 0.27 |
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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