S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	41
$α$	0.0152	5.02
$β$	0.8252	217.45
$γ$	0.1682	37.91
$λ_{1}$	0.0037	6.53
$λ_{2}$	0.0467	8.61
$λ_{3}$	0.9487	154.51

V-Lab

S&P/TSX Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 26th, 2026:14.68% (-0.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX Composite Index Analyses