V-Lab
S&P / TSX 60 VIX Index CAD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:108.64% (-6.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 64.2136 | 6.98 | |
| 0.1294 | 13.33 | |
| 0.8998 | 69.67 | |
| 3.7998 | 6.17 |
Estimation Period:
Jan 2, 2017 to Apr 4, 2025
Jan 2, 2017 to Apr 4, 2025
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