V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 19th, 2025:15.74% (-0.64%)
Analysis last updated: Tuesday, March 18, 2025 at 09:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GJR-GARCH
paramt-stat
ω0.012523.98
α0.031413.01
β0.8977392.88
γ0.109122.27
Estimation Period:
Jan 1, 1990 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts