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V-Lab
V-Lab
S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:11.03% (+1.80%)
Analysis last updated: Saturday, October 11, 2025 at 01:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX 60 Index GAS-GARCH-T
paramt-stat
ω0.90298.12
α0.081736.73
β0.9890716.66
ν8.05366.35
Estimation Period:
Jan 2, 1990 to Oct 10, 2025