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RBC Trgt 2027 CAN COR BD IDX Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.61% (0.00%)
Analysis last updated: Thursday, February 12, 2026 at 01:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of RBC Trgt 2027 CAN COR BD IDX S0GARCH
paramt-stat
ω0.15090.68
α0.00000.00
β0.92733.70
γ1-18.4042-1.16
γ227.60511.38
γ3-14.9327-2.70
γ47.43931.96
γ5-3.5890-1.06
γ62.38911.02
γ7-0.8912-0.49
γ81.17260.63
γ9-1.7638-0.91
γ102.18951.43
Estimation Period:
Sep 23, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts