V-Lab
V-Lab
S&P / TSX 60 VIX Index CAD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, September 12th, 2025:182.00% (-0.62%)
Analysis last updated: Saturday, September 13, 2025 at 01:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of S&P / TSX 60 VIX Index CAD SGARCH
paramt-stat
ω1.21477.90
α0.23376.12
β0.51346.76
γ10.44345.24
γ2-0.7844-5.27
γ30.67314.65
Estimation Period:
Jan 2, 2017 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts