S&P / TSX 60 VIX Index CAD GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:129.56% (-13.62%)
Parameter 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
News Impact Curve
Volatility Forecasts
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