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V-Lab
V-Lab
S&P/TSX Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:13.34% (+3.59%)
Analysis last updated: Friday, October 10, 2025 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index MF2-GARCH
paramt-stat
m41
α0.01695.73
β0.8250216.25
γ0.166537.87
λ10.00366.64
λ20.04618.85
λ30.9492160.72
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts