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
$ω$	1.0165	6.73
$α$	0.1598	4.03
$β$	0.4823	3.97
$γ_{1}$	1.3209	2.85
$γ_{2}$	-2.2420	-3.04
$γ_{3}$	1.1945	2.10
$γ_{4}$	-0.5930	-1.31
$γ_{5}$	0.6444	2.08

V-Lab

BIG Banc Split COR CL Shares Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:16.43% (-1.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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