S&P/TSX 60 Index MEM Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:10.86% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 9.68 | |
| 0.2334 | 64.34 | |
| 0.7571 | 273.61 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices