Vanguard Ftse CDN Reit ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.73% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8179 | 5.26 | |
| 0.0847 | 5.40 | |
| 0.8922 | 54.30 | |
| 0.0297 | 2.59 | |
| -0.0448 | -3.14 |
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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