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
$ω$	0.7300	2.24
$α$	0.2769	6.19
$β$	0.4119	5.55
$γ_{1}$	-2.7719	-1.34
$γ_{2}$	3.9155	1.45
$γ_{3}$	-0.9919	-1.02
$γ_{4}$	0.0014	0.00
$γ_{5}$	-0.9582	-1.07
$γ_{6}$	2.7273	3.15
$γ_{7}$	-4.2283	-6.50
$γ_{8}$	3.3352	4.94
$γ_{9}$	-1.2144	-1.14
$γ_{10}$	-0.6367	-0.20

V-Lab

Mackenzie Unconstrained Bond Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.49% (-0.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mackenzie Unconstrained Bond Analyses