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
$ω$	1.3177	5.27
$α$	0.2146	7.59
$β$	0.6622	18.50
$γ_{1}$	0.0573	1.13
$γ_{2}$	-0.0392	-0.47
$γ_{3}$	-0.0606	-0.95
$γ_{4}$	0.0231	0.42
$γ_{5}$	0.1327	2.60
$γ_{6}$	-0.2757	-5.86
$γ_{7}$	0.2958	5.40
$γ_{8}$	-0.1844	-3.13
$γ_{9}$	0.1056	1.55
$γ_{10}$	-0.2038	-1.29

V-Lab

Laurentian Bank of Canada Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:13.47% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Laurentian Bank of Canada Analyses