S&P/TSX Composite Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.07% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 22.80 | |
| 0.1034 | 39.61 | |
| 0.8857 | 338.06 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices