V-Lab
V-Lab
S&P / TSX 60 VIX Index CAD GARCH Volatility Analysis
Volatility Prediction for Friday, June 27th, 2025:103.92% (-1.59%)
Analysis last updated: Saturday, June 28, 2025 at 12:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of S&P / TSX 60 VIX Index CAD GARCH
paramt-stat
ω5.000012.11
α0.196214.58
β0.747457.37
Estimation Period:
Jan 2, 2017 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts