Vanguard CDN ST BD IDX ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.80% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 23.00 | |
| 0.1071 | 20.46 | |
| 0.8454 | 169.28 |
Estimation Period:
Dec 6, 2011 to Feb 6, 2026
Dec 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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