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
$ω$	0.4142	4.51
$α$	0.0625	2.91
$β$	0.8925	30.92
$γ_{1}$	-0.2108	-2.43
$γ_{2}$	0.3290	2.61
$γ_{3}$	-0.2600	-3.48
$γ_{4}$	0.2092	4.23

V-Lab

Global S&P TSX CPD Enrgy ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:25.36% (+1.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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