S&P / TSX 60 VIX Index CAD AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:230.38% (-66.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.4865 | 21.36 | |
| 0.2926 | 24.42 | |
| 0.5753 | 58.22 | |
| 1.9560 | 5.35 |
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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