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
$ω$	0.0056	8.50
$α$	0.0974	41.82
$β$	0.8839	377.59
$γ$	0.3533	35.40

V-Lab

S&P/TSX Composite Index AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 3rd, 2026:19.04% (-1.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX Composite Index Analyses