S&P / TSX 60 VIX Index CAD APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:110.48% (-15.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.30 | |
| 0.2351 | 26.36 | |
| 0.7117 | 65.46 | |
| 0.2990 | 6.15 | |
| 1.0345 | 11.58 |
Estimation Period:
Jan 2, 2017 to Apr 4, 2025
Jan 2, 2017 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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