RBC Quant Eafe DIV Leaders GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.30% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8829 | 11.71 | |
| 0.1190 | 14.11 | |
| 0.9301 | 154.65 | |
| 7.1828 | 3.01 |
Estimation Period:
Jan 15, 2014 to Feb 6, 2026
Jan 15, 2014 to Feb 6, 2026
Other RBC Quant Eafe DIV Leaders Analyses
Other GAS-GARCH Student T Analyses on ETFs