Vanguard S&P500 Indx ETF CAD EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.20% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0023 | -0.55 | |
| 0.1874 | 11.55 | |
| 0.9499 | 325.40 | |
| -0.1551 | -12.23 |
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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