V-Lab
S&P / TSX 60 VIX Volatility Index GARCH Volatility Analysis
Volatility Prediction for Thursday, January 23rd, 2020:102.27% (-7.96%)
Analysis last updated: Monday, March 1, 2021 at 05:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.18 | |
| 0.1982 | 18.97 | |
| 0.7571 | 70.78 |
Estimation Period:
Oct 18, 2010 to Jan 17, 2020
Oct 18, 2010 to Jan 17, 2020
News Impact Curve
Volatility Forecasts
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