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V-Lab
V-Lab
S&P/TSX Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:15.08% (-0.91%)
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 MF2-GARCH
paramt-stat
m41
α0.01745.90
β0.8259219.30
γ0.166037.81
λ10.00356.72
λ20.04558.92
λ30.9500164.50
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts