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V-Lab

RBC Trgt 2026 CAN COR BD IDX Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.63% (0.00%)
Analysis last updated: Thursday, February 12, 2026 at 01:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of RBC Trgt 2026 CAN COR BD IDX SGARCH
paramt-stat
ω0.22040.95
α0.00000.00
β0.85641.99
γ1-15.9789-1.32
γ224.39201.57
γ3-14.5068-2.94
γ48.69102.63
γ5-4.9307-1.77
γ63.21561.55
γ7-1.5491-0.86
γ81.70790.84
γ9-2.3075-0.97
γ102.32150.64
Estimation Period:
Sep 23, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts