RBC Quant Eafe DIV Leaders GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.87% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0728 | 18.33 | |
| 0.0374 | 4.34 | |
| 0.7937 | 114.23 | |
| 0.1811 | 9.82 |
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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