S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:10.91% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8994 | 8.30 | |
| 0.0822 | 36.76 | |
| 0.9888 | 718.61 | |
| 8.1425 | 6.29 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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