RBC Canadian PFD Share ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.00% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3027 | 4.05 | |
| 0.2190 | 5.15 | |
| 0.7083 | 15.06 | |
| -0.0485 | -0.10 | |
| 1.1943 | 1.52 | |
| -2.5247 | -4.14 | |
| 2.5632 | 5.61 | |
| -1.9882 | -4.32 | |
| 0.9221 | 1.94 | |
| 0.0101 | 0.03 |
Estimation Period:
Sep 20, 2016 to Feb 6, 2026
Sep 20, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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