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
$ω$	1.1169	5.34
$α$	0.1350	6.56
$β$	0.7950	30.82
$γ_{1}$	-0.1524	-1.40
$γ_{2}$	0.3974	2.41
$γ_{3}$	-0.4175	-3.89
$γ_{4}$	0.1954	2.22
$γ_{5}$	0.0530	0.73
$γ_{6}$	-0.1839	-2.55
$γ_{7}$	0.2238	3.15
$γ_{8}$	-0.2536	-3.21
$γ_{9}$	0.3759	3.55

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Pembina Pipeline Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:25.70% (+1.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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