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
$ω$	0.0107	21.25
$α$	0.0932	39.88
$β$	0.8967	374.10

V-Lab

S&P/TSX 60 Index GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 21st, 2026:10.91% (+2.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX 60 Index Analyses