S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.0738	5.69
$α$	0.1375	17.41
$β$	0.9143	63.29
$ν$	2.9841	14.23

V-Lab

Altus Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:39.38% (+2.53%)

Date Range:

Parameter Estimates

Other Altus Group Ltd Analyses