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
$ω$	0.9672	3.59
$α$	0.0851	0.97
$β$	0.6677	1.69
$γ_{1}$	4.0380	1.28

V-Lab

Hamilton Enhanced Mixed Asst Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.81% (+1.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hamilton Enhanced Mixed Asst Analyses