V-Lab
V-Lab
S&P/TSX Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:9.44% (-0.30%)

Analysis last updated: Friday, April 26, 2024 at 09:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index EGARCH
paramt-stat
ω-0.0027-2.72
α0.166539.52
β0.98111229.44
γ-0.0784-26.12
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts