V-Lab
V-Lab
S&P/TSX 60 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:0.00% (-14.73%)

Analysis last updated: Tuesday, January 21, 2025 at 12:45 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
λ10.35778.53
λ20.526013.93
λ30.00000.00
Estimation Period:
Jan 2, 1990 to Jan 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts