Vanguard Ftse CDN Reit ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.04% (+4.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 10.12 | |
| 0.0207 | 8.81 | |
| 0.9368 | 437.56 | |
| 0.0731 | 10.41 |
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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