S&P/TSX 60 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.80% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 31.83 | |
| 0.0817 | 36.29 | |
| 0.9167 | 485.00 | |
| 0.5394 | 28.94 | |
| 1.2050 | 36.07 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices