S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.2660	5.11
$α$	0.1951	9.10
$β$	0.6939	21.19
$γ_{1}$	0.0433	0.84
$γ_{2}$	-0.0203	-0.24
$γ_{3}$	-0.0670	-1.04
$γ_{4}$	0.0280	0.50
$γ_{5}$	0.1196	2.28
$γ_{6}$	-0.2512	-5.27
$γ_{7}$	0.2632	4.81
$γ_{8}$	-0.1382	-2.34
$γ_{9}$	0.0216	0.40
$γ_{10}$	-0.0119	-0.29

V-Lab

Laurentian Bank of Canada Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:20.25% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Laurentian Bank of Canada Analyses