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, October 24th, 2025:13.21% (-0.72%)

Analysis last updated: Friday, October 24, 2025 at 01:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0125	4.78
$β$	0.8373	222.93
$γ$	0.1565	38.14
$λ_{1}$	0.0035	6.43
$λ_{2}$	0.0419	8.23
$λ_{3}$	0.9540	167.58

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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