S&P/TSX Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:9.90% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8362 | 7.87 | |
| 0.0905 | 36.26 | |
| 0.9886 | 659.05 | |
| 8.7163 | 5.73 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
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