Laurentian Bank of Canada GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.65% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1639 | 22.21 | |
| 0.1967 | 21.16 | |
| 0.7364 | 105.91 | |
| 0.0453 | 3.03 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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