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
$ω$	0.0962	7.36
$α$	0.1284	5.84
$β$	0.6827	23.39
$γ$	0.6699	12.34

V-Lab

Mackenzie GQE International Equity ETF AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:16.02% (-0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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