S&P/TSX 60 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.68% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 23.23 | |
| 0.0297 | 13.36 | |
| 0.9010 | 450.49 | |
| 0.1086 | 22.18 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices