Royal Bank of Canada GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.06% (+3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 19.75 | |
| 0.0555 | 20.06 | |
| 0.8834 | 327.67 | |
| 0.0885 | 14.25 |
Estimation Period:
Oct 16, 1995 to Feb 6, 2026
Oct 16, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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