S&P / TSX 60 VIX Index CAD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:132.26% (-14.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 15.55 | |
| 0.1202 | 9.02 | |
| 0.7308 | 77.21 | |
| 0.2109 | 6.74 |
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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