S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, July 2nd, 2026
1 Day
9.51%
decreased by 0.49%
1 Week
9.67%
decreased by 0.33%
1 Month
10.23%
increased by 0.23%
Analysis last updated: Wednesday, July 1, 2026 at 11:58 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8961 | 8.31 | |
| 0.0819 | 36.28 | |
| 0.9886 | 705.15 | |
| 8.1015 | 6.29 |
Estimation Period:
Jan 2, 1990 to Jun 30, 2026
Jan 2, 1990 to Jun 30, 2026
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