S&P/TSX Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:13.86% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8436 | 7.76 | |
| 0.0903 | 36.17 | |
| 0.9887 | 660.92 | |
| 8.6780 | 5.75 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
Other GAS-GARCH Student T Analyses on Equity Indices