S&P/TSX 60 Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.27% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 21.43 | |
| 0.0921 | 39.45 | |
| 0.8977 | 375.15 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices