S&P/TSX 60 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.33% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 1.07 | |
| 0.1534 | 41.48 | |
| 0.9826 | 1,264.62 | |
| -0.0820 | -29.01 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices