S&P/TSX 60 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.52% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 23.25 | |
| 0.0297 | 13.37 | |
| 0.9009 | 450.66 | |
| 0.1088 | 22.25 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices