S&P/TSX Composite Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:12.04% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0032 | -3.15 | |
| 0.1735 | 42.95 | |
| 0.9791 | 1,192.60 | |
| -0.0831 | -27.77 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices