RBC Canadian BK YLD IDX ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.05% (+2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8273 | 7.02 | |
| 0.1347 | 18.79 | |
| 0.9633 | 168.82 | |
| 6.8184 | 4.29 |
Estimation Period:
Oct 19, 2017 to Feb 6, 2026
Oct 19, 2017 to Feb 6, 2026
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