Vanguard CDN ST BD IDX ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.71% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 22.64 | |
| 0.1150 | 11.41 | |
| 0.8465 | 175.98 | |
| -0.0157 | -0.93 |
Estimation Period:
Dec 6, 2011 to Feb 13, 2026
Dec 6, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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