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
$ω$	0.3182	2.76
$α$	0.1369	1.79
$β$	0.0000	0.00
$γ_{1}$	-58.8115	-0.90
$γ_{2}$	64.5908	0.56
$γ_{3}$	-62.4953	-0.62
$γ_{4}$	188.6518	2.34
$γ_{5}$	-313.1095	-4.30
$γ_{6}$	345.7911	3.98
$γ_{7}$	-294.5899	-2.66
$γ_{8}$	223.1914	2.27
$γ_{9}$	-165.8636	-2.54
$γ_{10}$	214.2482	3.17

V-Lab

Harvest ELI Lily HI Incm SHR Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:86.23% (-12.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Harvest ELI Lily HI Incm SHR Analyses