S&P/TSX 60 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:15.73% (+2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 1.06 | |
| 0.1554 | 42.02 | |
| 0.9827 | 1,266.40 | |
| -0.0818 | -28.72 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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