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
$ω$	0.0028	3.81
$α$	0.0878	43.06
$β$	0.8965	432.45
$γ$	0.3964	33.62

V-Lab

S&P/TSX 60 Index AGARCH Volatility Analysis

Volatility Prediction for Monday, January 19th, 2026:7.99% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX 60 Index Analyses