S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
12.71%
decreased by 0.73%
1 Week
12.77%
decreased by 0.67%
1 Month
12.98%
decreased by 0.46%
Analysis last updated: Tuesday, April 21, 2026 at 12:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9032 | 8.24 | |
| 0.0819 | 36.35 | |
| 0.9887 | 708.77 | |
| 8.0915 | 6.30 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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