V-Lab
V-Lab
S&P / TSX 60 VIX Index CAD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:107.97% (-6.94%)
Analysis last updated: Friday, May 2, 2025 at 11:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of S&P / TSX 60 VIX Index CAD GJR-GARCH
paramt-stat
ω5.000015.55
α0.12029.02
β0.730877.21
γ0.21096.74
Estimation Period:
Jan 2, 2017 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts