V-Lab
V-Lab
S&P/TSX Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:8.93% (+0.25%)

Analysis last updated: Thursday, November 21, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index MF2-GARCH
paramt-stat
m41
α0.01585.30
β0.8316213.82
γ0.157736.02
λ10.00356.46
λ20.04638.62
λ30.9492156.89
Estimation Period:
Jan 1, 1990 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts