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
$ω$	0.0194	3.14
$α$	0.0616	2.39
$β$	0.8744	44.45
$γ$	0.0928	1.50

V-Lab

Hamilton Enhanced Mixed Asst GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.77% (+0.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hamilton Enhanced Mixed Asst Analyses