V-Lab
V-Lab
S&P/TSX 60 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:16.15% (-0.81%)

Analysis last updated: Saturday, September 23, 2023 at 09:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX 60 Index EGARCH
paramt-stat
ω0.00151.40
α0.153439.14
β0.98421308.77
γ-0.0779-26.90
Estimation Period:
Jan 2, 1990 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts