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
$ω$	1.3247	5.24
$α$	0.2181	7.34
$β$	0.6592	18.25
$γ_{1}$	0.0576	1.14
$γ_{2}$	-0.0400	-0.48
$γ_{3}$	-0.0598	-0.94
$γ_{4}$	0.0224	0.41
$γ_{5}$	0.1335	2.62
$γ_{6}$	-0.2764	-5.86
$γ_{7}$	0.2968	5.39
$γ_{8}$	-0.1867	-3.18
$γ_{9}$	0.1114	1.67
$γ_{10}$	-0.2229	-1.48

V-Lab

Laurentian Bank of Canada Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:12.65% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Laurentian Bank of Canada Analyses