RBC Quant Eafe DIV Leaders MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.56% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0524 | 5.43 | |
| 0.7078 | 65.23 | |
| 0.1943 | 11.91 | |
| 0.0075 | 1.98 | |
| 0.0277 | 3.22 | |
| 0.9639 | 77.66 |
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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