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V-Lab
V-Lab
S&P/TSX Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:12.00% (-0.69%)
Analysis last updated: Friday, October 31, 2025 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index MF2-GARCH
paramt-stat
m41
α0.01735.86
β0.8239215.58
γ0.167137.90
λ10.00366.64
λ20.04638.85
λ30.9490160.07
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts