Royal Bank of Canada Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.39% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1164 | 7.03 | |
| 0.1095 | 10.39 | |
| 0.8667 | 74.06 | |
| -0.0027 | -1.15 | |
| 0.0088 | 2.05 |
Estimation Period:
Oct 16, 1995 to Feb 13, 2026
Oct 16, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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