S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:14.01% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9026 | 8.22 | |
| 0.0818 | 36.40 | |
| 0.9888 | 707.77 | |
| 8.0736 | 6.31 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
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