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V-Lab
V-Lab
S&P/TSX Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:10.56% (+0.05%)
Analysis last updated: Friday, December 12, 2025 at 10:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index MF2-GARCH
paramt-stat
m41
α0.01745.90
β0.8257219.07
γ0.166337.90
λ10.00356.72
λ20.04528.95
λ30.9503166.23
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts