V-Lab
V-Lab
S&P/TSX Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:8.05% (+0.44%)
Analysis last updated: Friday, September 12, 2025 at 09:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index MF2-GARCH
paramt-stat
m41
α0.01715.79
β0.8253216.38
γ0.166037.79
λ10.00366.65
λ20.04618.87
λ30.9493161.48
Estimation Period:
Jan 1, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts