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
$ω$	0.9761	4.96
$α$	0.1557	9.39
$β$	0.7738	34.97
$γ_{1}$	-0.1355	-2.93
$γ_{2}$	0.2598	3.62
$γ_{3}$	-0.2581	-4.50
$γ_{4}$	0.2324	4.14
$γ_{5}$	-0.1763	-3.02
$γ_{6}$	0.1399	2.10
$γ_{7}$	-0.0920	-1.46
$γ_{8}$	0.0700	1.22
$γ_{9}$	-0.1265	-1.76

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MCAN Mortgage Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.84% (-0.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MCAN Mortgage Corp Analyses