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
$ω$	0.0181	32.17
$α$	0.0924	39.64
$β$	0.9066	434.20
$γ$	0.5266	33.26
$δ$	1.0803	35.81

V-Lab

S&P/TSX Composite Index APARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:13.86% (+0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX Composite Index Analyses