V-Lab
V-Lab
S&P/TSX Composite Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:15.98% (-0.65%)

Analysis last updated: Tuesday, March 21, 2023, 08:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index EGARCH
paramt-stat
ω-0.0025-2.50
α0.170939.59
β0.98101229.31
γ-0.0787-25.83
Estimation Period:
Jan 1, 1990 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts