V-Lab
V-Lab
S&P/TSX Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 25th, 2021:7.65% (-0.22%)

Analysis last updated: Saturday, October 23, 2021, 04:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index MF2-GARCH
paramt-stat
m66
α0.01816.40
β0.8532234.84
γ0.137832.30
λ10.00386.07
λ20.05687.01
λ30.9379103.81
Estimation Period:
Jan 2, 1990 to Oct 22, 2021
Impact of return on volatility tomorrow
Volatility Forecasts