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
$ω$	-0.0030	-2.89
$α$	0.1728	43.23
$β$	0.9789	1,176.56
$γ$	-0.0834	-27.77

V-Lab

S&P/TSX Composite Index EGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:17.42% (-0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX Composite Index Analyses