S&P/TSX Composite Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.48% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 22.80 | |
| 0.1032 | 39.62 | |
| 0.8859 | 338.37 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices