Laurentian Bank of Canada GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.27% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0856 | 4.32 | |
| 0.0975 | 51.35 | |
| 0.9871 | 329.46 | |
| 3.6880 | 23.81 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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