V-Lab
Laurentian Bank of Canada GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:17.29% (-1.24%)
Analysis last updated: Saturday, May 4, 2024 at 05:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1279 | 24.88 | |
| 0.1855 | 37.90 | |
| 0.7766 | 149.78 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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