S&P/TSX 60 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.08% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 31.83 | |
| 0.0815 | 36.23 | |
| 0.9169 | 483.88 | |
| 0.5409 | 28.91 | |
| 1.1995 | 35.88 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices