Vanguard S&P500 Indx ETF CAD GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.13% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 14.16 | |
| 0.0289 | 1.97 | |
| 0.8213 | 91.10 | |
| 0.2182 | 10.19 |
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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