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
$ω$	1.1085	4.20
$α$	0.0452	0.53
$β$	0.5752	0.49
$γ_{1}$	12.5448	2.52
$γ_{2}$	-17.4746	-2.84

V-Lab

Hamilton Enhanced Mixed Asst Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.72% (+0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hamilton Enhanced Mixed Asst Analyses