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 Wednesday, November 12th, 2025:13.05% (-0.44%)

Analysis last updated: Wednesday, November 12, 2025 at 01:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0107	21.25
$α$	0.0931	39.77
$β$	0.8969	374.35

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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Volatility Forecasts

Volatility Forecasts