V-Lab
V-Lab
S&P/TSX 60 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:1.15% (-10.31%)

Analysis last updated: Saturday, December 21, 2024 at 03:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX 60 Index MF2-GARCH
paramt-stat
m46
α0.75007499900.00
β0.0000100.00
γ0.50005000000.00
λ10.594723.99
λ20.154521.69
λ30.00000.00
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts