V-Lab: S&P/TSX Composite Index MF2-GARCH Volatility Analysis

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V-Lab

S&P/TSX Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:17.47% (+5.09%)

Analysis last updated: Thursday, November 13, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0171	5.79
$β$	0.8247	216.69
$γ$	0.1669	37.92
$λ_{1}$	0.0036	6.65
$λ_{2}$	0.0461	8.86
$λ_{3}$	0.9492	160.97

Estimation Period:
Jan 1, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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