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
$ω$	0.5762	2.96
$α$	0.1682	1.83
$β$	0.0882	0.39
$γ_{1}$	-26.0786	-1.98
$γ_{2}$	32.7255	1.82
$γ_{3}$	-3.4945	-0.41
$γ_{4}$	-11.3260	-1.29
$γ_{5}$	25.8317	2.19
$γ_{6}$	-47.7913	-3.59
$γ_{7}$	61.6331	5.26
$γ_{8}$	-45.1509	-5.60

V-Lab

Global X ENH S&P/Tsx 60 Call Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.00% (+2.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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