Horizons Beta Invr Sp/Tsx 60 AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.99% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0223 | -12.94 | |
| 0.0980 | 45.67 | |
| 0.8616 | 511.32 | |
| -0.7720 | -40.45 |
Estimation Period:
Mar 5, 2009 to Feb 6, 2026
Mar 5, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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