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
$ω$	1.2178	6.70
$α$	0.2321	6.06
$β$	0.5045	6.45
$γ_{1}$	0.4903	1.65
$γ_{2}$	-0.1143	-0.25
$γ_{3}$	-0.5969	-1.64
$γ_{4}$	-0.3174	-0.75
$γ_{5}$	1.1775	2.52
$γ_{6}$	-0.8534	-2.83

V-Lab

S&P / TSX 60 VIX Index CAD Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 27th, 2026:114.32% (-1.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P / TSX 60 VIX Index CAD Analyses