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
$ω$	0.5760	2.95
$α$	0.1689	1.84
$β$	0.0968	0.43
$γ_{1}$	-26.1592	-1.98
$γ_{2}$	32.8598	1.83
$γ_{3}$	-3.6136	-0.42
$γ_{4}$	-11.1716	-1.26
$γ_{5}$	25.5820	2.14
$γ_{6}$	-47.2729	-3.45
$γ_{7}$	60.4644	4.67
$γ_{8}$	-42.3494	-1.94

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:20.58% (+2.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Global X ENH S&P/Tsx 60 Call Analyses