S&P/TSX Composite Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.98% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 22.79 | |
| 0.1031 | 39.48 | |
| 0.8859 | 337.76 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices