V-Lab
S&P / TSX 60 VIX Index CAD APARCH Volatility Analysis
Volatility Prediction for Friday, March 7th, 2025:135.51% (-13.98%)
Analysis last updated: Saturday, March 8, 2025 at 12:28 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 3.27 | |
| 0.1747 | 17.93 | |
| 0.8108 | 87.11 | |
| 0.1593 | 3.86 | |
| 1.3185 | 9.95 |
Estimation Period:
Jan 2, 2017 to Jan 17, 2020
Jan 2, 2017 to Jan 17, 2020
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