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
$m$	36
$α$	0.0128	4.91
$β$	0.8383	226.02
$γ$	0.1558	38.14
$λ_{1}$	0.0034	6.50
$λ_{2}$	0.0410	8.36
$λ_{3}$	0.9551	174.29

V-Lab

S&P/TSX 60 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:9.53% (+0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX 60 Index Analyses