Royal Bank of Canada EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.99% (+2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 13.58 | |
| 0.1821 | 42.66 | |
| 0.9779 | 1,027.24 | |
| -0.0636 | -15.61 |
Estimation Period:
Oct 16, 1995 to Feb 6, 2026
Oct 16, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Royal Bank of Canada Analyses
Other EGARCH Analyses on Equities