S&P/TSX Composite Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:8.63% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 38.73 | |
| 0.1333 | 39.01 | |
| 0.7833 | 321.01 | |
| 0.1267 | 20.72 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices