Vanguard Canadian S-T CP ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.05% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 20.70 | |
| 0.0847 | 18.80 | |
| 0.8860 | 206.58 |
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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