Vanguard S&P500 Indx ETF CAD AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.84% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 1.40 | |
| 0.1487 | 12.74 | |
| 0.8009 | 65.66 | |
| 0.5534 | 8.97 |
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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