Vanguard Ftse CDN Reit ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.30% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 0.79 | |
| 0.1230 | 18.99 | |
| 0.9884 | 804.25 | |
| -0.0683 | -13.67 |
Estimation Period:
Nov 8, 2012 to Feb 13, 2026
Nov 8, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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