Vanguard Ftse CDN Reit ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.03% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8382 | 5.39 | |
| 0.0842 | 5.43 | |
| 0.8913 | 53.57 | |
| 0.0420 | 2.73 | |
| -0.0764 | -2.48 |
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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