V-Lab
V-Lab
S&P/TSX 60 Index GARCH Volatility Analysis
Volatility Prediction for Monday, September 16th, 2024:11.97% (-0.43%)

Analysis last updated: Saturday, September 14, 2024 at 12:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX 60 Index GARCH
paramt-stat
ω0.009419.87
α0.087536.70
β0.9040375.12
Estimation Period:
Jan 2, 1990 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts