Royal Bank of Canada AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.49% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 19.49 | |
| 0.1225 | 51.27 | |
| 0.8523 | 341.88 | |
| 0.3385 | 20.79 |
Estimation Period:
Oct 16, 1995 to Feb 13, 2026
Oct 16, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Royal Bank of Canada Analyses
Other AGARCH Analyses on Equities