V-Lab
V-Lab
S&P/TSX Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 31st, 2024:13.48% (+0.11%)

Analysis last updated: Monday, December 30, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index MF2-GARCH
paramt-stat
m41
α0.01515.06
β0.8316214.50
γ0.158736.22
λ10.00356.44
λ20.04628.60
λ30.9493156.65
Estimation Period:
Jan 1, 1990 to Dec 27, 2024
Impact of return on volatility tomorrow
Volatility Forecasts