RBC Canadian PFD Share ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.38% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3733 | 4.63 | |
| 0.1448 | 23.39 | |
| 0.9667 | 141.10 | |
| 4.4053 | 8.63 |
Estimation Period:
Sep 20, 2016 to Feb 6, 2026
Sep 20, 2016 to Feb 6, 2026
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