Vanguard CDN ST BD IDX ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.47% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 6.01 | |
| 0.0779 | 23.93 | |
| 0.9820 | 328.20 | |
| 5.6248 | 6.30 |
Estimation Period:
Dec 6, 2011 to Feb 6, 2026
Dec 6, 2011 to Feb 6, 2026
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