V-Lab
V-Lab
S&P/TSX Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:9.89% (-0.06%)

Analysis last updated: Monday, December 4, 2023 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index MF2-GARCH
paramt-stat
m41
α0.01635.42
β0.8325214.85
γ0.157835.69
λ10.00336.54
λ20.04588.76
λ30.9500162.12
Estimation Period:
Jan 1, 1990 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts