V-Lab
V-Lab
S&P/TSX Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 9th, 2025:8.35% (+0.38%)
Analysis last updated: Tuesday, July 8, 2025 at 09:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index MF2-GARCH
paramt-stat
m41
α0.01765.84
β0.8267218.94
γ0.163737.17
λ10.00356.66
λ20.04528.86
λ30.9503164.73
Estimation Period:
Jan 1, 1990 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts