S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
11.34%
decreased by 0.44%
1 Week
11.44%
decreased by 0.34%
1 Month
11.79%
increased by 0.01%
Analysis last updated: Tuesday, April 28, 2026 at 12:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9007 | 8.26 | |
| 0.0819 | 36.32 | |
| 0.9887 | 705.70 | |
| 8.0858 | 6.30 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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