RBC Quant Euro Divid Leaders Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.29% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5782 | 4.19 | |
| 0.1470 | 4.71 | |
| 0.7261 | 13.48 | |
| 0.1498 | 1.08 | |
| 0.0175 | 0.09 | |
| -0.6368 | -3.55 |
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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