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
$ω$	1.2568	5.05
$α$	0.1949	9.09
$β$	0.6953	21.30
$γ_{1}$	0.0414	0.80
$γ_{2}$	-0.0178	-0.21
$γ_{3}$	-0.0686	-1.06
$γ_{4}$	0.0308	0.55
$γ_{5}$	0.1154	2.20
$γ_{6}$	-0.2463	-5.16
$γ_{7}$	0.2595	4.73
$γ_{8}$	-0.1359	-2.28
$γ_{9}$	0.0187	0.34
$γ_{10}$	-0.0088	-0.22

V-Lab

Laurentian Bank of Canada Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 27th, 2026:20.23% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Laurentian Bank of Canada Analyses