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
$ω$	0.0143	25.70
$α$	0.0331	13.84
$β$	0.8893	404.43
$γ$	0.1192	23.37

V-Lab

S&P/TSX Composite Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:19.70% (-1.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX Composite Index Analyses