S&P/TSX Composite Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.58% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 8.55 | |
| 0.0977 | 42.10 | |
| 0.8838 | 378.98 | |
| 0.3525 | 35.43 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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