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
$ω$	1.2283	8.62
$α$	0.1167	6.76
$β$	0.8438	48.89
$γ_{1}$	0.0088	3.43

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:15.63% (-0.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Horizons Beta Invr Sp/Tsx 60 Analyses