S&P/TSX Composite Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:22.19% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 38.77 | |
| 0.1356 | 39.34 | |
| 0.7813 | 316.68 | |
| 0.1266 | 20.58 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices