S&P/TSX 60 Index GARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
12.10%
decreased by 0.55%
1 Week
12.20%
decreased by 0.45%
1 Month
12.56%
decreased by 0.09%
Analysis last updated: Tuesday, May 12, 2026 at 11:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 21.48 | |
| 0.0915 | 39.42 | |
| 0.8983 | 377.12 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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