V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2025:7.55% (-0.20%)
Analysis last updated: Wednesday, June 18, 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
ω0.013625.01
α0.033713.85
β0.8914400.44
γ0.115222.54
Estimation Period:
Jan 1, 1990 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts