S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:13.50% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 25.66 | |
| 0.0342 | 14.23 | |
| 0.8889 | 401.48 | |
| 0.1185 | 22.99 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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