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
$ω$	0.5465	8.03
$α$	0.1445	8.84
$β$	0.7503	33.56
$γ_{1}$	-0.0612	-7.02
$γ_{2}$	0.0780	5.87
$γ_{3}$	-0.0052	-0.48
$γ_{4}$	-0.0340	-1.95

V-Lab

Wajax Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:30.69% (-1.37%)

Date Range:

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