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V-Lab
S&P/TSX Composite Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:14.63% (-0.28%)
Analysis last updated: Wednesday, November 5, 2025 at 10:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index AGARCH
paramt-stat
ω0.00558.48
α0.097541.69
β0.8843377.74
γ0.347835.08
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts