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S&P/TSX Composite Index APARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:12.63% (-0.20%)
Analysis last updated: Thursday, December 4, 2025 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/TSX Composite Index APARCH
paramt-stat
ω0.017832.01
α0.092839.91
β0.9071432.18
γ0.526333.32
δ1.054734.81
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts