S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:13.91% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9066 | 8.21 | |
| 0.0820 | 36.66 | |
| 0.9889 | 720.80 | |
| 8.1192 | 6.30 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
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