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
$ω$	2.2239	5.77
$α$	0.0805	2.92
$β$	0.8150	18.35
$γ_{1}$	1.7510	5.57
$γ_{2}$	-2.7402	-5.56
$γ_{3}$	1.8670	4.78
$γ_{4}$	-1.8542	-3.11

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:14.96% (+2.81%)

Date Range:

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