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V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:13.50% (-0.60%)
Analysis last updated: Tuesday, October 28, 2025 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GJR-GARCH
paramt-stat
ω0.014025.66
α0.034214.23
β0.8889401.48
γ0.118522.99
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts