V-Lab
S&P/TSX Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:7.13% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0032 | -3.12 | |
| 0.1713 | 42.00 | |
| 0.9797 | 1,197.65 | |
| -0.0825 | -27.50 |
Estimation Period:
Jan 1, 1990 to Jul 11, 2025
Jan 1, 1990 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices