Vanguard Ftse CDN Reit ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.98% (+3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 13.70 | |
| 0.0791 | 22.70 | |
| 0.9145 | 295.58 |
Estimation Period:
Nov 8, 2012 to Feb 6, 2026
Nov 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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