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V-Lab
V-Lab
S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:14.34% (-0.16%)
Analysis last updated: Thursday, November 20, 2025 at 12:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX 60 Index GAS-GARCH-T
paramt-stat
ω0.90928.17
α0.082136.68
β0.9890719.77
ν8.10066.31
Estimation Period:
Jan 2, 1990 to Nov 14, 2025