S&P/TSX 60 Index Asy. MEM Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
11.90%
decreased by 1.08%
1 Week
12.01%
decreased by 0.97%
1 Month
12.44%
decreased by 0.54%
Analysis last updated: Saturday, May 2, 2026 at 12:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 34.96 | |
| 0.1451 | 42.59 | |
| 0.7856 | 335.30 | |
| 0.1123 | 19.53 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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