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 Thursday, December 4th, 2025:11.40% (-0.49%)

Analysis last updated: Thursday, December 4, 2025 at 02:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0126	4.83
$β$	0.8382	225.02
$γ$	0.1558	38.10
$λ_{1}$	0.0035	6.47
$λ_{2}$	0.0416	8.26
$λ_{3}$	0.9544	169.55

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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