RBC Quant CDN DIV Leadrs ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.94% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5350 | 4.01 | |
| 0.1013 | 5.44 | |
| 0.8463 | 36.20 | |
| -0.6000 | -3.60 | |
| 0.9377 | 3.91 | |
| -0.4242 | -2.76 | |
| 0.0140 | 0.09 | |
| 0.1330 | 0.49 |
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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