S&P/TSX 60 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.09% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 21.43 | |
| 0.0919 | 39.32 | |
| 0.8980 | 375.24 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices