S&P/TSX Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.17% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0030 | -2.92 | |
| 0.1723 | 42.92 | |
| 0.9789 | 1,176.62 | |
| -0.0832 | -27.71 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices