V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:7.39% (+0.08%)
Analysis last updated: Monday, July 14, 2025 at 09:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GJR-GARCH
paramt-stat
ω0.013625.06
α0.034114.00
β0.8908401.43
γ0.115722.59
Estimation Period:
Jan 1, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts