V-Lab
V-Lab
S&P/TSX 60 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:9.15% (-0.28%)

Analysis last updated: Wednesday, November 20, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX 60 Index GJR-GARCH
paramt-stat
ω0.012021.83
α0.029313.12
β0.9070442.24
γ0.100521.21
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts