S&P/TSX 60 Index APARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.18% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 31.64 | |
| 0.0828 | 37.50 | |
| 0.9166 | 482.66 | |
| 0.5358 | 29.29 | |
| 1.1806 | 36.03 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices