S&P/TSX 60 Index MEM Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
10.26%
decreased by 0.47%
1 Week
10.46%
decreased by 0.27%
1 Month
11.20%
increased by 0.47%
Analysis last updated: Tuesday, May 12, 2026 at 11:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 9.77 | |
| 0.2334 | 64.48 | |
| 0.7569 | 273.94 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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