S&P/TSX 60 Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:15.59% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 1.07 | |
| 0.1535 | 41.76 | |
| 0.9826 | 1,262.92 | |
| -0.0822 | -29.09 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices