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V-Lab
V-Lab
S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:13.51% (-0.50%)
Analysis last updated: Wednesday, November 12, 2025 at 01:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX 60 Index GAS-GARCH-T
paramt-stat
ω0.90528.17
α0.082036.68
β0.9889717.65
ν8.08966.31
Estimation Period:
Jan 2, 1990 to Nov 7, 2025