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V-Lab
V-Lab
S&P/TSX Composite Index GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:14.67% (-0.54%)
Analysis last updated: Friday, October 24, 2025 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GARCH
paramt-stat
ω0.010922.62
α0.104839.86
β0.8844336.02
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts