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
$m$	66
$α$	0.2018	26.52
$β$	0.5419	39.93
$γ$	0.0639	5.63
$λ_{1}$	0.0753	2.24
$λ_{2}$	0.1475	2.56
$λ_{3}$	0.8246	11.68

V-Lab

Laurentian Bank of Canada MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:22.75% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Laurentian Bank of Canada Analyses