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
$ω$	1.4361	3.19
$α$	0.0392	1.30
$β$	0.8569	11.80
$γ_{1}$	0.2957	0.26
$γ_{2}$	1.2727	0.77
$γ_{3}$	-3.7802	-3.14
$γ_{4}$	3.4083	2.83
$γ_{5}$	-1.2936	-1.46
$γ_{6}$	0.0729	0.16

V-Lab

Invesco S&P 500 ESG Indx ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.84% (+1.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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