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
$m$	21
$α$	0.0892	8.45
$β$	0.4192	16.82
$γ$	0.3763	17.83
$λ_{1}$	0.0465	1.56
$λ_{2}$	0.1749	2.03
$λ_{3}$	0.7844	6.81

V-Lab

Global Wght CAN Banks IN ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:14.20% (+3.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Global Wght CAN Banks IN ETF Analyses