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
$m$	66
$α$	0.1894	38.60
$β$	0.8688	210.92
$γ$	-0.1894	-36.83
$λ_{1}$	0.0022	4.92
$λ_{2}$	0.0117	6.70
$λ_{3}$	0.9854	441.49

V-Lab

Horizons Beta Invr Sp/Tsx 60 MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.49% (-1.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Horizons Beta Invr Sp/Tsx 60 Analyses