V-Lab: S&P/TSX 60 Index MF2-GARCH Volatility Analysis

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V-Lab

S&P/TSX 60 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:16.08% (+4.16%)

Analysis last updated: Friday, November 14, 2025 at 01:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0125	4.77
$β$	0.8376	223.43
$γ$	0.1562	38.12
$λ_{1}$	0.0035	6.43
$λ_{2}$	0.0418	8.23
$λ_{3}$	0.9541	167.92

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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