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V-Lab

RBC Canadian PFD Share ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.55% (+0.96%)
Analysis last updated: Friday, February 13, 2026 at 12:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of RBC Canadian PFD Share ETF SGARCH
paramt-stat
ω1.13994.00
α0.20235.62
β0.709914.21
γ1-0.3783-0.47
γ21.23320.97
γ3-0.1177-0.10
γ4-3.0145-2.21
γ54.56243.85
γ6-3.3742-3.38
γ70.72540.76
γ81.27581.07
γ9-3.2320-1.05
Estimation Period:
Sep 20, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts