V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:9.70% (+0.44%)

Analysis last updated: Wednesday, April 24, 2024 at 09:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GJR-GARCH
paramt-stat
ω0.012223.59
α0.032413.24
β0.8978389.15
γ0.108021.87
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts