S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0054	8.38
$α$	0.0974	41.82
$β$	0.8842	378.52
$γ$	0.3494	35.29

V-Lab

S&P/TSX Composite Index AGARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:7.66% (-0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX Composite Index Analyses