V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, September 3rd, 2025:8.06% (-0.24%)
Analysis last updated: Tuesday, September 2, 2025 at 09:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GJR-GARCH
paramt-stat
ω0.013825.23
α0.033614.02
β0.8901402.02
γ0.117622.95
Estimation Period:
Jan 1, 1990 to Aug 29, 2025
Impact of return on volatility tomorrow
Volatility Forecasts