V-Lab
Laurentian Bank of Canada AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:19.67% (-1.75%)
Analysis last updated: Saturday, April 20, 2024 at 01:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1306 | 23.43 | |
| 0.1891 | 38.42 | |
| 0.7720 | 147.10 | |
| 0.0832 | 2.61 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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