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
$ω$	1.0126	3.58
$α$	0.1192	1.58
$β$	0.6288	2.30
$γ_{1}$	23.2268	2.01
$γ_{2}$	-40.8804	-2.18
$γ_{3}$	25.4665	2.00
$γ_{4}$	-8.6569	-1.04

V-Lab

Mackenzie GQE Global Equity ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.44% (+4.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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