S&P/TSX Composite Index MEM Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:18.51% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 11.33 | |
| 0.2300 | 56.99 | |
| 0.7551 | 262.56 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices