S&P/TSX Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.76% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8514 | 7.60 | |
| 0.0907 | 35.84 | |
| 0.9887 | 643.24 | |
| 8.5868 | 5.76 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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