S&P/TSX Composite Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:15.63% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 32.17 | |
| 0.0926 | 39.62 | |
| 0.9065 | 433.95 | |
| 0.5249 | 33.12 | |
| 1.0832 | 35.79 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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