S&P/TSX Composite Index MEM Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
13.28%
increased by 1.07%
1 Week
13.40%
increased by 1.19%
1 Month
13.80%
increased by 1.59%
Analysis last updated: Thursday, May 21, 2026 at 12:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 11.43 | |
| 0.2305 | 57.33 | |
| 0.7545 | 262.90 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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