S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
14.93%
increased by 1.02%
1 Week
14.93%
increased by 1.02%
1 Month
14.95%
increased by 1.04%
Analysis last updated: Friday, June 12, 2026 at 11:36 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9062 | 8.25 | |
| 0.0818 | 36.38 | |
| 0.9888 | 712.39 | |
| 8.1101 | 6.29 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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