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V-Lab
V-Lab
S&P/TSX Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:16.30% (-0.18%)
Analysis last updated: Monday, November 17, 2025 at 10:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GAS-GARCH-T
paramt-stat
ω0.84737.71
α0.090436.20
β0.9888660.95
ν8.65025.77
Estimation Period:
Jan 1, 1990 to Nov 14, 2025