V-Lab
V-Lab
S&P / TSX 60 VIX Index CAD AGARCH Volatility Analysis
Volatility Prediction for Friday, July 4th, 2025:152.00% (-33.12%)
Analysis last updated: Saturday, July 5, 2025 at 02:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of S&P / TSX 60 VIX Index CAD AGARCH
paramt-stat
ω9.486521.36
α0.292624.42
β0.575358.22
γ1.95605.35
Estimation Period:
Jan 2, 2017 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts