V-Lab: S&P/TSX 60 Index GARCH Volatility Analysis

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V-Lab

S&P/TSX 60 Index GARCH Volatility Analysis

Volatility Prediction for Thursday, October 23rd, 2025:13.76% (-0.60%)

Analysis last updated: Thursday, October 23, 2025 at 01:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0107	21.24
$α$	0.0933	39.74
$β$	0.8968	373.50

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts