Royal Bank of Canada Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.34% (+2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2185 | 8.92 | |
| 0.1092 | 10.28 | |
| 0.8685 | 73.92 | |
| 0.0006 | 3.08 |
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 Zero Slope Spline-GARCH Analyses on Equities