S&P/TSX Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.32% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 25.69 | |
| 0.0331 | 13.83 | |
| 0.8895 | 403.93 | |
| 0.1190 | 23.30 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices