S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.6680	5.92
$α$	0.1622	9.42
$β$	0.7971	34.82
$γ_{1}$	0.0418	3.56
$γ_{2}$	-0.0562	-3.26
$γ_{3}$	0.0392	3.25
$γ_{4}$	-0.0374	-4.56

V-Lab

Firm Capital Mortgage Investment Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:11.77% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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