S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
16.77%
decreased by 1.06%
1 Week
16.73%
decreased by 1.10%
1 Month
16.61%
decreased by 1.22%
Analysis last updated: Tuesday, March 31, 2026 at 01:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9094 | 8.20 | |
| 0.0819 | 36.43 | |
| 0.9889 | 713.46 | |
| 8.1001 | 6.31 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
Other GAS-GARCH Student T Analyses on Equity Indices