V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:15.33% (-0.59%)

Analysis last updated: Friday, December 20, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GJR-GARCH
paramt-stat
ω0.012623.99
α0.031513.00
β0.8973391.16
γ0.109722.30
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts