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
$m$	61
$α$	0.2069	12.80
$β$	0.3809	21.55
$γ$	0.3079	7.95
$λ_{1}$	0.3937	0.07
$λ_{2}$	0.3143	0.07
$λ_{3}$	0.0000	0.00

V-Lab

Mackenzie GQE World Low Volatility ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:8.45% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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