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
$ω$	0.2413	28.76
$α$	0.1836	36.37
$β$	0.7683	155.82
$γ$	0.0071	0.22

V-Lab

Andrew Peller Ltd AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:19.22% (+0.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Andrew Peller Ltd Analyses