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
$ω$	0.0143	25.65
$α$	0.0331	13.84
$β$	0.8893	402.75
$γ$	0.1192	23.22

V-Lab

S&P/TSX Composite Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 2nd, 2026:22.52% (+13.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX Composite Index Analyses