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V-Lab
V-Lab
S&P/TSX Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:14.26% (-0.86%)
Analysis last updated: Monday, October 27, 2025 at 09:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GAS-GARCH-T
paramt-stat
ω0.84437.73
α0.090536.18
β0.9887657.38
ν8.63865.78
Estimation Period:
Jan 1, 1990 to Oct 24, 2025