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
$α$	0.0308	13.91
$β$	0.9001	448.05
$γ$	0.1085	22.17

V-Lab

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

Volatility Prediction for Monday, December 29th, 2025:9.37% (-0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX 60 Index Analyses