RBC Canadian PFD Share ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.55% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1399 | 4.00 | |
| 0.2023 | 5.62 | |
| 0.7099 | 14.21 | |
| -0.3783 | -0.47 | |
| 1.2332 | 0.97 | |
| -0.1177 | -0.10 | |
| -3.0145 | -2.21 | |
| 4.5624 | 3.85 | |
| -3.3742 | -3.38 | |
| 0.7254 | 0.76 | |
| 1.2758 | 1.07 | |
| -3.2320 | -1.05 |
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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