S&P/TSX 60 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.20% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 1.09 | |
| 0.1538 | 41.76 | |
| 0.9826 | 1,264.55 | |
| -0.0822 | -29.08 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices