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
$α$	0.0151	4.98
$β$	0.8259	217.50
$γ$	0.1676	37.83
$λ_{1}$	0.0037	6.53
$λ_{2}$	0.0470	8.56
$λ_{3}$	0.9483	152.64

V-Lab

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

Volatility Prediction for Friday, March 13th, 2026:17.28% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX Composite Index Analyses