V-Lab
Laurentian Bank of Canada MEM Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:18.69% (-1.05%)
Analysis last updated: Saturday, May 18, 2024 at 04:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0602 | 6.91 | |
| 0.1471 | 31.67 | |
| 0.8294 | 178.91 |
Estimation Period:
Jan 1, 1990 to May 17, 2024
Jan 1, 1990 to May 17, 2024
News Impact Curve
Volatility Forecasts
Other Laurentian Bank of Canada Analyses