Royal Bank of Canada MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.95% (+3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0345 | 17.77 | |
| 0.8646 | 212.43 | |
| 0.1193 | 32.60 | |
| 0.0043 | 8.13 | |
| 0.0157 | 6.72 | |
| 0.9821 | 360.66 |
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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