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V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:12.19% (-0.58%)
Analysis last updated: Monday, November 3, 2025 at 10:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GJR-GARCH
paramt-stat
ω0.014025.63
α0.034114.21
β0.8890401.54
γ0.118222.96
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts