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
$ω$	0.9127	3.93
$α$	0.1172	5.60
$β$	0.8128	31.29
$γ_{1}$	0.2521	1.49
$γ_{2}$	-0.5182	-2.09
$γ_{3}$	0.5034	3.08
$γ_{4}$	-0.2563	-1.85
$γ_{5}$	-0.1014	-0.77
$γ_{6}$	0.1740	1.85

V-Lab

Invesco S&P/Tsx CMP LW INX Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:10.40% (-0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco S&P/Tsx CMP LW INX Analyses