V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:8.94% (-0.22%)

Analysis last updated: Monday, December 4, 2023 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
ω0.012123.51
α0.033213.38
β0.8972386.23
γ0.108221.88
Estimation Period:
Jan 1, 1990 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts