V-Lab
V-Lab
S&P/TSX Composite Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:17.71% (-0.76%)

Analysis last updated: Tuesday, October 3, 2023 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index AMEM
paramt-stat
ω0.014835.92
α0.122435.99
β0.7966323.03
γ0.126221.04
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts