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
$ω$	0.7490	3.07
$α$	0.1597	4.83
$β$	0.6599	10.06
$γ_{1}$	-1.2346	-2.09
$γ_{2}$	2.6211	3.33
$γ_{3}$	-2.5905	-6.20
$γ_{4}$	2.4144	5.05
$γ_{5}$	-2.9753	-3.70

V-Lab

European Residential Reit Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.73% (+0.42%)

Date Range:

Parameter Estimates

News Impact Curve

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