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
$ω$	1.0382	5.06
$α$	0.1536	9.42
$β$	0.7797	36.11
$γ_{1}$	-0.1131	-2.45
$γ_{2}$	0.2248	3.15
$γ_{3}$	-0.2355	-4.09
$γ_{4}$	0.2130	3.73
$γ_{5}$	-0.1572	-2.64
$γ_{6}$	0.1193	1.77
$γ_{7}$	-0.0642	-1.02
$γ_{8}$	0.0213	0.40
$γ_{9}$	-0.0145	-0.40

V-Lab

MCAN Mortgage Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.58% (+2.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MCAN Mortgage Corp Analyses