RBC Quant CDN DIV Leadrs ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.94% (+2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 11.63 | |
| 0.0000 | 0.00 | |
| 0.9128 | 228.25 | |
| 0.1316 | 16.64 |
Estimation Period:
Jan 15, 2014 to Feb 6, 2026
Jan 15, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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