Vanguard Canadian S-T CP ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.81% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1120 | -12.89 | |
| 0.1949 | 13.19 | |
| 0.9667 | 382.11 | |
| -0.0149 | -1.04 |
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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