V-Lab
V-Lab
S&P/TSX Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:12.53% (+3.52%)

Analysis last updated: Tuesday, April 30, 2024 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index MF2-GARCH
paramt-stat
m41
α0.01565.19
β0.8312211.89
γ0.158135.84
λ10.00366.41
λ20.04818.53
λ30.9473149.32
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts