Skip to main content
V-Lab
V-Lab
S&P/TSX Composite Index AGARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:12.61% (+0.24%)
Analysis last updated: Thursday, December 4, 2025 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index AGARCH
paramt-stat
ω0.00558.46
α0.097441.78
β0.8845378.79
γ0.347635.09
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts