Royal Bank of Canada GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.13% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3594 | 7.02 | |
| 0.0879 | 38.60 | |
| 0.9886 | 591.95 | |
| 7.1288 | 7.51 |
Estimation Period:
Oct 16, 1995 to Feb 6, 2026
Oct 16, 1995 to Feb 6, 2026
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