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 Monday, November 24th, 2025:13.94% (+0.06%)

Analysis last updated: Saturday, November 22, 2025 at 08:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0107	21.26
$α$	0.0932	39.82
$β$	0.8969	374.65

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts