S&P/TSX 60 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.79% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 3.95 | |
| 0.0879 | 43.01 | |
| 0.8966 | 432.29 | |
| 0.3941 | 33.44 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices