V-Lab
V-Lab
S&P/TSX Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:12.07% (-0.67%)

Analysis last updated: Friday, November 25, 2022, 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index EGARCH
paramt-stat
ω-0.0023-2.34
α0.170539.26
β0.98121237.38
γ-0.0780-25.47
Estimation Period:
Jan 1, 1990 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts