S&P/TSX Composite Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:9.61% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 22.63 | |
| 0.1047 | 39.96 | |
| 0.8844 | 336.39 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices