V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:9.19% (+0.66%)

Analysis last updated: Thursday, November 21, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GJR-GARCH
paramt-stat
ω0.012423.80
α0.032013.16
β0.8978391.20
γ0.108122.01
Estimation Period:
Jan 1, 1990 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts