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
$ω$	0.8166	8.65
$α$	0.2561	7.70
$β$	0.5156	11.77
$γ_{1}$	0.1065	1.07
$γ_{2}$	-0.2084	-1.29
$γ_{3}$	0.0405	0.35
$γ_{4}$	0.0878	0.89
$γ_{5}$	0.0722	0.78
$γ_{6}$	-0.2848	-3.49
$γ_{7}$	0.4749	6.31
$γ_{8}$	-0.5445	-6.34
$γ_{9}$	0.4445	4.30
$γ_{10}$	-0.2988	-2.08

V-Lab

ADF Group Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:67.19% (-8.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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