S&P/TSX 60 Index GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
12.65%
decreased by 0.57%
1 Week
12.74%
decreased by 0.48%
1 Month
13.05%
decreased by 0.17%
Analysis last updated: Tuesday, April 21, 2026 at 12:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 21.47 | |
| 0.0918 | 39.46 | |
| 0.8980 | 376.03 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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