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
$ω$	0.9476	3.99
$α$	0.2859	2.78
$β$	0.0709	0.44
$γ_{1}$	-8.9969	-2.14
$γ_{2}$	18.4840	3.03
$γ_{3}$	-20.7757	-4.84
$γ_{4}$	28.8284	5.50

V-Lab

Canadian Large CAP Lead Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:37.97% (-1.68%)

Date Range:

Parameter Estimates

News Impact Curve

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