S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.00% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9081 | 8.20 | |
| 0.0821 | 36.42 | |
| 0.9888 | 708.30 | |
| 8.0693 | 6.34 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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