V-Lab
V-Lab
S&P/TSX Composite Index APARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:10.81% (+0.08%)

Analysis last updated: Thursday, September 19, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index APARCH
paramt-stat
ω0.016529.80
α0.088736.48
β0.9113420.93
γ0.516931.26
δ1.072933.72
Estimation Period:
Jan 1, 1990 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts