Vanguard Canadian S-T CP ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.76% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 9.01 | |
| 0.0805 | 26.54 | |
| 0.9782 | 366.51 | |
| 6.1530 | 6.62 |
Estimation Period:
Nov 8, 2012 to Feb 6, 2026
Nov 8, 2012 to Feb 6, 2026
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