S&P/TSX COMPOSITE EGARCH VOLATILITY GRAPH?

Volatility Prediction for Wednesday, June 19: 13.41% (-0.31)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (CAD): $12,367.46 Return: 0.64% 1 Week Pred: 13.47%
Avg Week Vol: 13.68% Avg Month Vol: 12% 1 Month Pred: 13.68%
Min Vol: 5.07% Max Vol: 68.93% 6 Months Pred: 14.67%
Avg Vol: 15.62% Vol of Vol: 19.35% 1 Year Pred: 15.24%

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