S&P/TSX 60 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.08% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 23.25 | |
| 0.0297 | 13.35 | |
| 0.9009 | 450.92 | |
| 0.1087 | 22.25 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices