V-Lab
V-Lab
S&P/TSX Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 16th, 2025:33.07% (-2.53%)
Analysis last updated: Tuesday, April 15, 2025 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index MF2-GARCH
paramt-stat
m41
α0.01615.36
β0.8310217.37
γ0.160236.42
λ10.00366.55
λ20.04718.65
λ30.9486155.07
Estimation Period:
Jan 1, 1990 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts