V-Lab
V-Lab
S&P/TSX 60 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 4th, 2023:6.16% (-4.17%)

Analysis last updated: Saturday, December 2, 2023 at 09:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX 60 Index MF2-GARCH
paramt-stat
m91
α0.75007499900.00
β0.0000100.00
γ0.50005000000.00
λ10.412724.38
λ20.513421.98
λ30.00000.00
Estimation Period:
Jan 2, 1990 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts