S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7321	2.25
$α$	0.2714	5.69
$β$	0.4103	5.36
$γ_{1}$	-2.6943	-1.30
$γ_{2}$	3.7911	1.40
$γ_{3}$	-0.9172	-0.95
$γ_{4}$	-0.0403	-0.05
$γ_{5}$	-0.9448	-1.07
$γ_{6}$	2.7522	3.21
$γ_{7}$	-4.3317	-6.58
$γ_{8}$	3.6268	5.01
$γ_{9}$	-1.8915	-2.81
$γ_{10}$	0.9960	2.68

V-Lab

Mackenzie Unconstrained Bond Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:4.24% (-0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mackenzie Unconstrained Bond Analyses