S&P/TSX Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.82% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8447 | 7.59 | |
| 0.0903 | 35.72 | |
| 0.9886 | 640.72 | |
| 8.5635 | 5.76 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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