S&P/TSX Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:18.48% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8520 | 7.59 | |
| 0.0905 | 35.88 | |
| 0.9887 | 645.37 | |
| 8.5874 | 5.76 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
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