V-Lab
V-Lab
S&P/TSX 60 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:15.48% (-0.80%)

Analysis last updated: Saturday, March 25, 2023, 03:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX 60 Index EGARCH
paramt-stat
ω0.00171.50
α0.154339.10
β0.98421305.28
γ-0.0781-26.77
Estimation Period:
Jan 2, 1990 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts