V-Lab
V-Lab
S&P/TSX Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 6th, 2025:14.54% (-0.60%)
Analysis last updated: Monday, May 5, 2025 at 09:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index MF2-GARCH
paramt-stat
m41
α0.01595.25
β0.8268211.52
γ0.162436.73
λ10.00376.37
λ20.04848.48
λ30.9470147.13
Estimation Period:
Jan 1, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts