S&P/TSX 60 Index MEM Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:14.65% (-1.12%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0124 | 9.64 | |
0.2333 | 64.20 | |
0.7574 | 272.83 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices