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
$ω$	0.0055	8.46
$α$	0.0974	41.78
$β$	0.8843	378.40
$γ$	0.3481	35.12

V-Lab

S&P/TSX Composite Index AGARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:11.38% (+1.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX Composite Index Analyses