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
$m$	76
$α$	0.2034	23.95
$β$	0.6780	61.28
$γ$	-0.0036	-0.28
$λ_{1}$	0.1464	2.35
$λ_{2}$	0.1254	2.44
$λ_{3}$	0.8398	12.54

V-Lab

Andrew Peller Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:18.60% (+1.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Andrew Peller Ltd Analyses