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
$α$	0.0174	5.93
$β$	0.8259	220.00
$γ$	0.1664	37.96
$λ_{1}$	0.0035	6.74
$λ_{2}$	0.0446	9.01
$λ_{3}$	0.9510	169.85

V-Lab

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

Volatility Prediction for Thursday, January 22nd, 2026:10.75% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX Composite Index Analyses