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	23.38
$α$	0.0307	13.89
$β$	0.9001	448.48
$γ$	0.1086	22.21

V-Lab

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

Volatility Prediction for Monday, January 19th, 2026:8.53% (-0.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX 60 Index Analyses