V-Lab: S&P/TSX 60 Index MF2-GARCH Volatility Analysis

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V-Lab

S&P/TSX 60 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:11.84% (-0.59%)

Analysis last updated: Saturday, November 1, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0126	4.81
$β$	0.8373	222.69
$γ$	0.1563	38.09
$λ_{1}$	0.0035	6.42
$λ_{2}$	0.0419	8.23
$λ_{3}$	0.9541	167.77

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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