V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 30th, 2025:22.67% (-1.18%)
Analysis last updated: Tuesday, April 29, 2025 at 09:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GJR-GARCH
paramt-stat
ω0.012624.01
α0.031813.12
β0.8967393.31
γ0.110822.38
Estimation Period:
Jan 1, 1990 to Apr 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts