S&P/TSX Composite Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:12.85% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 38.76 | |
| 0.1334 | 38.99 | |
| 0.7834 | 320.92 | |
| 0.1265 | 20.68 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices