S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
13.44%
increased by 1.18%
1 Week
13.48%
increased by 1.22%
1 Month
13.62%
increased by 1.36%
Analysis last updated: Thursday, May 21, 2026 at 01:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9015 | 8.25 | |
| 0.0817 | 36.34 | |
| 0.9887 | 708.77 | |
| 8.0878 | 6.29 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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