S&P/TSX Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:15.66% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8478 | 7.62 | |
| 0.0904 | 35.82 | |
| 0.9886 | 643.23 | |
| 8.5851 | 5.75 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
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