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Desjardins American EQ Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.73% (+0.01%)
Analysis last updated: Saturday, February 7, 2026 at 01:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Desjardins American EQ Index S0GARCH
paramt-stat
ω1.28033.95
α0.00000.00
β0.99934.07
γ1106.06812.73
γ2-169.8037-3.01
γ3102.90673.30
γ4-66.5090-2.78
γ586.51113.03
γ6-161.6884-4.56
γ7167.10914.69
γ8-65.0899-1.93
γ9-12.8517-0.31
γ1017.95800.32
Estimation Period:
Apr 18, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts