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V-Lab
V-Lab
S&P/TSX Composite Index AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.58% (+0.44%)
Analysis last updated: Friday, December 5, 2025 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index AGARCH
paramt-stat
ω0.00558.44
α0.097441.77
β0.8845378.62
γ0.347835.10
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts