Royal Bank of Canada GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.79% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6797 | 5.56 | |
| 0.0844 | 33.70 | |
| 0.9881 | 447.12 | |
| 6.2757 | 7.65 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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