V-Lab
V-Lab
S&P/TSX 60 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:11.19% (-0.44%)

Analysis last updated: Friday, May 3, 2024 at 12:56 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P/TSX 60 Index MF2-GARCH
paramt-stat
m66
α0.01104.89
β0.8586278.84
γ0.142139.62
λ10.00626.79
λ20.07698.41
λ30.915989.71
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts