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
$ω$	0.7840	3.37
$α$	0.2791	10.23
$β$	0.6921	28.01
$γ_{1}$	-0.0609	-0.32
$γ_{2}$	0.1453	0.43
$γ_{3}$	-0.4024	-1.12
$γ_{4}$	0.4910	1.39
$γ_{5}$	-0.0441	-0.17
$γ_{6}$	-0.4032	-1.74
$γ_{7}$	0.6464	2.66
$γ_{8}$	-0.7481	-3.02
$γ_{9}$	0.8079	3.22
$γ_{10}$	-1.1912	-3.78

V-Lab

Dividend 15 Split Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:44.01% (-2.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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