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
$ω$	-0.0033	-3.24
$α$	0.1736	43.06
$β$	0.9790	1,191.04
$γ$	-0.0834	-27.92

V-Lab

S&P/TSX Composite Index EGARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:9.98% (-0.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX Composite Index Analyses