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
$ω$	0.4602	4.73
$α$	0.2439	5.98
$β$	0.4747	6.91
$γ_{1}$	-0.1667	-1.61
$γ_{2}$	0.1611	1.10
$γ_{3}$	0.1165	1.30
$γ_{4}$	-0.2809	-3.20
$γ_{5}$	0.3510	2.13

V-Lab

Information Services Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:28.18% (+0.36%)

Date Range:

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News Impact Curve

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