V-Lab
V-Lab
S&P/TSX Composite Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:29.26% (-2.37%)
Analysis last updated: Wednesday, April 16, 2025 at 09:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index EGARCH
paramt-stat
ω-0.0025-2.46
α0.168240.61
β0.98071,222.76
γ-0.0805-27.04
Estimation Period:
Jan 1, 1990 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts