RBC Canadian PFD Share ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.53% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 13.30 | |
| 0.2113 | 23.61 | |
| 0.7757 | 101.69 |
Estimation Period:
Sep 20, 2016 to Feb 6, 2026
Sep 20, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other RBC Canadian PFD Share ETF Analyses
Other GARCH Analyses on ETFs