S&P/TSX 60 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:14.53% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 23.38 | |
| 0.0308 | 13.91 | |
| 0.9001 | 447.16 | |
| 0.1086 | 22.17 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices