V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:10.95% (-0.32%)

Analysis last updated: Tuesday, January 21, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GJR-GARCH
paramt-stat
ω0.012523.95
α0.031413.00
β0.8977391.68
γ0.108922.22
Estimation Period:
Jan 1, 1990 to Jan 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts