S&P / TSX 60 VIX Index CAD GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
97.05%
increased by 14.93%
1 Week
103.90%
increased by 21.78%
1 Month
121.05%
increased by 38.93%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 12.11 | |
| 0.1962 | 14.58 | |
| 0.7474 | 57.37 |
Estimation Period:
Jan 2, 2017 to Apr 4, 2025
Jan 2, 2017 to Apr 4, 2025
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