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
$ω$	0.0029	3.91
$α$	0.0878	43.05
$β$	0.8965	432.03
$γ$	0.3952	33.52

V-Lab

S&P/TSX 60 Index AGARCH Volatility Analysis

Volatility Prediction for Thursday, January 15th, 2026:8.36% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX 60 Index Analyses