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RBC Trgt 2026 CAN COR BD IDX Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:0.88% (0.00%)
Analysis last updated: Saturday, February 14, 2026 at 05:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of RBC Trgt 2026 CAN COR BD IDX S0GARCH
paramt-stat
ω0.23120.95
α0.00000.00
β0.86342.12
γ1-14.7995-1.21
γ222.48171.43
γ3-13.2815-2.66
γ47.88092.50
γ5-4.3492-1.62
γ62.70141.32
γ7-1.0462-0.60
γ81.27390.68
γ9-2.1185-1.07
γ102.70991.65
Estimation Period:
Sep 23, 2020 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts