V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 9th, 2025:8.11% (-0.12%)
Analysis last updated: Wednesday, October 8, 2025 at 09:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GJR-GARCH
paramt-stat
ω0.013825.39
α0.033514.00
β0.8902402.61
γ0.117522.98
Estimation Period:
Jan 1, 1990 to Oct 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts