Vanguard Ftse CDN Reit ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.21% (-3.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.5179 | 11.04 | |
| 0.4781 | 12.60 | |
| 0.0000 | 0.00 |
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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