V-Lab
V-Lab
S&P/TSX Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:17.25% (-1.08%)

Analysis last updated: Wednesday, March 5, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index MF2-GARCH
paramt-stat
m41
α0.01515.07
β0.8318214.61
γ0.158036.17
λ10.00356.42
λ20.04608.59
λ30.9495157.07
Estimation Period:
Jan 1, 1990 to Feb 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts