S&P / TSX 60 VIX Index CAD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:101.61% (-3.93%)
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
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