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
$ω$	1.0158	4.63
$α$	0.2374	5.28
$β$	0.6713	15.15
$γ_{1}$	-0.0141	-0.46
$γ_{2}$	-0.0017	-0.04
$γ_{3}$	0.0560	1.70
$γ_{4}$	-0.1090	-2.19

V-Lab

Altus Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:63.88% (+12.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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