Vanguard S&P500 Indx ETF CAD GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.14% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 16.62 | |
| 0.1586 | 28.15 | |
| 0.7976 | 123.85 |
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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