Laurentian Bank of Canada GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.53% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1623 | 22.29 | |
| 0.1969 | 21.22 | |
| 0.7371 | 106.84 | |
| 0.0451 | 3.02 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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