S&P / TSX 60 VIX Index CAD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:237.45% (-29.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2178 | 6.70 | |
| 0.2321 | 6.06 | |
| 0.5045 | 6.45 | |
| 0.4903 | 1.65 | |
| -0.1143 | -0.25 | |
| -0.5969 | -1.64 | |
| -0.3174 | -0.75 | |
| 1.1775 | 2.52 | |
| -0.8534 | -2.83 |
Estimation Period:
Jan 2, 2017 to Apr 4, 2025
Jan 2, 2017 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other S&P / TSX 60 VIX Index CAD Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices