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
$ω$	1.7942	6.35
$α$	0.1898	8.62
$β$	0.7252	26.10
$γ_{1}$	0.0896	3.97
$γ_{2}$	-0.1441	-3.99
$γ_{3}$	0.0954	3.45
$γ_{4}$	-0.0858	-3.44
$γ_{5}$	0.0869	3.72
$γ_{6}$	-0.0530	-2.34
$γ_{7}$	-0.0077	-0.21

V-Lab

Andrew Peller Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:17.65% (+1.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Andrew Peller Ltd Analyses