RBC Canadian BK YLD IDX ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.17% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6073 | 5.17 | |
| 0.1571 | 4.92 | |
| 0.7860 | 21.06 | |
| -0.0269 | -1.52 |
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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