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
$ω$	0.0135	23.40
$α$	0.0308	13.92
$β$	0.9000	447.99
$γ$	0.1086	22.19

V-Lab

S&P/TSX 60 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:8.96% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX 60 Index Analyses