V-Lab
V-Lab
S&P/TSX 60 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:13.70% (-0.52%)

Analysis last updated: Saturday, December 28, 2024 at 03:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX 60 Index GJR-GARCH
paramt-stat
ω0.012221.97
α0.028812.95
β0.9069442.37
γ0.101521.46
Estimation Period:
Jan 2, 1990 to Dec 27, 2024
Impact of return on volatility tomorrow
Volatility Forecasts