S&P/TSX Composite Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:17.26% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 38.65 | |
| 0.1332 | 38.93 | |
| 0.7836 | 320.35 | |
| 0.1267 | 20.70 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices