S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0056	8.55
$α$	0.0977	42.10
$β$	0.8838	378.98
$γ$	0.3525	35.43

V-Lab

S&P/TSX Composite Index AGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:18.97% (-1.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX Composite Index Analyses