Vanguard S&P500 Indx ETF CAD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.88% (+2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9659 | 7.32 | |
| 0.1309 | 22.52 | |
| 0.9677 | 194.94 | |
| 6.5928 | 5.45 |
Estimation Period:
Nov 8, 2012 to Feb 6, 2026
Nov 8, 2012 to Feb 6, 2026
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