RBC Quant Euro Divid Leaders GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.50% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0619 | 9.17 | |
| 0.0098 | 3.11 | |
| 0.8633 | 150.34 | |
| 0.1716 | 11.73 |
Estimation Period:
Oct 30, 2014 to Feb 6, 2026
Oct 30, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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