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
$m$	36
$α$	0.0110	4.14
$β$	0.8402	228.57
$γ$	0.1557	38.36
$λ_{1}$	0.0035	6.45
$λ_{2}$	0.0409	8.19
$λ_{3}$	0.9551	170.83

V-Lab

S&P/TSX 60 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 12th, 2026:15.64% (-0.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX 60 Index Analyses