V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 9th, 2022:13.12% (-0.62%)

Analysis last updated: Thursday, December 8, 2022, 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GJR-GARCH
paramt-stat
ω0.012123.50
α0.035213.67
β0.8957378.41
γ0.108121.24
Estimation Period:
Jan 1, 1990 to Dec 2, 2022
Impact of return on volatility tomorrow
Volatility Forecasts