Invesco S&P/Tsx CMP LW INX AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.56% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0051 | -5.35 | |
| 0.0765 | 21.81 | |
| 0.8884 | 231.34 | |
| 0.4936 | 25.26 |
Estimation Period:
Apr 24, 2012 to Feb 6, 2026
Apr 24, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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