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
$ω$	0.7606	5.91
$α$	0.1573	4.11
$β$	0.4852	3.92
$γ_{1}$	-0.0740	-0.38
$γ_{2}$	-0.1702	-0.64
$γ_{3}$	0.4174	3.85

V-Lab

BIG Banc Split COR CL Shares Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:20.06% (-1.78%)

Date Range:

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News Impact Curve

Volatility Forecasts

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