Laurentian Bank of Canada GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.12% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9545 | 4.47 | |
| 0.0997 | 47.05 | |
| 0.9850 | 292.91 | |
| 3.7053 | 21.76 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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