Vanguard Canadian LT BD INX Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.54% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7903 | 6.81 | |
| 0.0753 | 3.07 | |
| 0.8330 | 19.86 | |
| 0.0951 | 3.32 | |
| -0.2442 | -4.87 |
Estimation Period:
Feb 7, 2017 to Feb 6, 2026
Feb 7, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Canadian LT BD INX Analyses
Other Spline-GARCH Analyses on ETFs