V-Lab
V-Lab
S&P/TSX Composite Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, May 20th, 2025:9.10% (-0.44%)
Analysis last updated: Friday, May 16, 2025 at 09:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index AMEM
paramt-stat
ω0.016638.36
α0.132238.49
β0.7837318.45
γ0.128320.89
Estimation Period:
Jan 1, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts