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V-Lab
V-Lab
S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:11.12% (+0.34%)
Analysis last updated: Friday, December 19, 2025 at 12:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX 60 Index GAS-GARCH-T
paramt-stat
ω0.90288.25
α0.082136.68
β0.9889719.71
ν8.13146.29
Estimation Period:
Jan 2, 1990 to Dec 12, 2025