S&P / TSX 60 VIX Index CAD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:209.77% (-6.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2147 | 7.90 | |
| 0.2337 | 6.12 | |
| 0.5134 | 6.76 | |
| 0.4434 | 5.24 | |
| -0.7844 | -5.27 | |
| 0.6731 | 4.65 |
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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