S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
13.68%
decreased by 0.71%
1 Week
13.72%
decreased by 0.67%
1 Month
13.84%
decreased by 0.55%
Analysis last updated: Wednesday, June 17, 2026 at 01:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9037 | 8.26 | |
| 0.0817 | 36.34 | |
| 0.9888 | 712.38 | |
| 8.1115 | 6.28 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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