Royal Bank of Canada GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.73% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 16.88 | |
| 0.0705 | 26.42 | |
| 0.8766 | 319.36 | |
| 0.0638 | 10.55 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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