S&P/TSX 60 Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.87% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 31.83 | |
| 0.0818 | 36.26 | |
| 0.9166 | 483.92 | |
| 0.5384 | 28.88 | |
| 1.2064 | 36.06 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices