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
$ω$	1.4442	3.24
$α$	0.0364	1.29
$β$	0.8589	11.49
$γ_{1}$	0.3455	0.31
$γ_{2}$	1.1847	0.73
$γ_{3}$	-3.6903	-3.11
$γ_{4}$	3.2634	2.71
$γ_{5}$	-0.9625	-0.96
$γ_{6}$	-0.8181	-0.61

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:13.56% (+1.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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