S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:14.98% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9070 | 8.20 | |
| 0.0819 | 36.44 | |
| 0.9888 | 710.35 | |
| 8.0772 | 6.32 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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