S&P / TSX 60 VIX Index CAD EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:113.26% (-14.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6487 | 19.23 | |
| 0.4223 | 33.97 | |
| 0.8453 | 104.04 | |
| -0.1003 | -7.86 |
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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