S&P/TSX Composite Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:17.16% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 8.50 | |
| 0.0974 | 42.09 | |
| 0.8838 | 379.01 | |
| 0.3538 | 35.48 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices