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V-Lab
V-Lab
S&P/TSX 60 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:13.47% (-0.15%)
Analysis last updated: Tuesday, November 11, 2025 at 02:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX 60 Index GJR-GARCH
paramt-stat
ω0.013523.39
α0.030813.91
β0.9003448.12
γ0.108422.14
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts