S&P/TSX Composite Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.80% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 32.18 | |
| 0.0922 | 39.55 | |
| 0.9070 | 433.13 | |
| 0.5280 | 33.21 | |
| 1.0723 | 35.55 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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