Horizons Beta Invr Sp/Tsx 60 EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.82% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0061 | -1.70 | |
| 0.1290 | 23.04 | |
| 0.9689 | 451.70 | |
| 0.1541 | 33.95 |
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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