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
$β$	0.8401	228.03
$γ$	0.1557	38.28
$λ_{1}$	0.0035	6.45
$λ_{2}$	0.0407	8.21
$λ_{3}$	0.9554	172.35

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:16.06% (-0.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/TSX 60 Index Analyses