V-Lab
V-Lab
S&P/TSX Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:10.56% (-0.02%)

Analysis last updated: Thursday, September 19, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index MF2-GARCH
paramt-stat
m41
α0.01585.27
β0.8304210.65
γ0.157835.91
λ10.00366.37
λ20.04818.47
λ30.9473148.27
Estimation Period:
Jan 1, 1990 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts