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V-Lab
V-Lab
S&P/TSX 60 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:13.12% (+0.85%)
Analysis last updated: Friday, October 17, 2025 at 12:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX 60 Index AGARCH
paramt-stat
ω0.00293.87
α0.087642.72
β0.8968431.14
γ0.394833.40
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts