S&P/TSX 60 Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:13.52% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 3.78 | |
| 0.0873 | 43.07 | |
| 0.8968 | 434.05 | |
| 0.4014 | 33.56 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices