S&P/TSX Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:14.33% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8459 | 7.74 | |
| 0.0903 | 36.17 | |
| 0.9888 | 661.83 | |
| 8.6707 | 5.76 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
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