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
$ω$	1.5156	8.09
$α$	0.1898	10.37
$β$	0.7033	27.12
$γ_{1}$	-0.0045	-0.15
$γ_{2}$	0.0897	1.95
$γ_{3}$	-0.2054	-6.58
$γ_{4}$	0.2249	7.17
$γ_{5}$	-0.1580	-4.21
$γ_{6}$	0.0685	1.77
$γ_{7}$	-0.0183	-0.43
$γ_{8}$	0.0053	0.09
$γ_{9}$	0.0040	0.05

V-Lab

AGF Management Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:35.00% (-4.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AGF Management Ltd Analyses