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
$ω$	1.2511	5.07
$α$	0.1948	9.09
$β$	0.6930	21.08
$γ_{1}$	0.0417	0.81
$γ_{2}$	-0.0184	-0.22
$γ_{3}$	-0.0675	-1.05
$γ_{4}$	0.0283	0.51
$γ_{5}$	0.1197	2.29
$γ_{6}$	-0.2519	-5.30
$γ_{7}$	0.2644	4.84
$γ_{8}$	-0.1398	-2.37
$γ_{9}$	0.0244	0.45
$γ_{10}$	-0.0150	-0.37

V-Lab

Laurentian Bank of Canada Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.55% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Laurentian Bank of Canada Analyses