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
$m$	41
$α$	0.0175	5.96
$β$	0.8259	219.95
$γ$	0.1662	37.93
$λ_{1}$	0.0034	6.75
$λ_{2}$	0.0444	9.03
$λ_{3}$	0.9512	170.73

V-Lab

S&P/TSX Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:9.75% (+0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX Composite Index Analyses