RBC Canadian BK YLD IDX ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.46% (+3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 11.70 | |
| 0.0295 | 8.04 | |
| 0.8641 | 157.16 | |
| 0.1554 | 10.01 |
Estimation Period:
Oct 19, 2017 to Feb 6, 2026
Oct 19, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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