S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:13.29% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9065 | 8.17 | |
| 0.0822 | 36.69 | |
| 0.9889 | 716.61 | |
| 8.0841 | 6.33 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
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