V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:15.39% (-0.63%)

Analysis last updated: Tuesday, March 21, 2023, 08:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GJR-GARCH
paramt-stat
ω0.012223.56
α0.034913.58
β0.8954379.89
γ0.109021.45
Estimation Period:
Jan 1, 1990 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts