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
$ω$	0.1037	28.66
$α$	0.2806	42.68
$β$	0.9346	356.04
$γ$	0.0101	1.31

V-Lab

Andrew Peller Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:18.40% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Andrew Peller Ltd Analyses