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V-Lab
V-Lab
S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:15.68% (-0.62%)
Analysis last updated: Friday, November 21, 2025 at 10:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index GJR-GARCH
paramt-stat
ω0.014025.63
α0.034214.23
β0.8892402.56
γ0.118022.95
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts