S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	4.1940	11.10
$α$	0.1262	30.28
$β$	0.9523	225.89
$ν$	4.3520	13.92

V-Lab

Andrew Peller Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:21.03% (+2.52%)

Date Range:

Parameter Estimates

Other Andrew Peller Ltd Analyses