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
$α$	0.0111	4.17
$β$	0.8397	227.38
$γ$	0.1561	38.30
$λ_{1}$	0.0035	6.45
$λ_{2}$	0.0408	8.21
$λ_{3}$	0.9552	171.84

V-Lab

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

Volatility Prediction for Tuesday, February 3rd, 2026:20.00% (-1.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX 60 Index Analyses