RBC Quant Eafe DIV Leaders EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.35% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0044 | -1.28 | |
| 0.1781 | 19.52 | |
| 0.9509 | 330.99 | |
| -0.1142 | -15.91 |
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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