V-Lab
V-Lab
S&P/TSX Composite Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:18.39% (+0.32%)

Analysis last updated: Tuesday, October 3, 2023 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index EGARCH
paramt-stat
ω-0.0026-2.70
α0.169339.60
β0.98101234.01
γ-0.0782-25.96
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts