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
$ω$	0.7989	4.06
$α$	0.1726	5.81
$β$	0.6678	13.24
$γ_{1}$	0.2527	0.70
$γ_{2}$	-0.9123	-1.49
$γ_{3}$	1.2893	2.33
$γ_{4}$	-1.3426	-3.18
$γ_{5}$	1.4033	4.24
$γ_{6}$	-0.9560	-3.14
$γ_{7}$	0.4595	1.48
$γ_{8}$	-0.8199	-2.67
$γ_{9}$	1.2349	4.13
$γ_{10}$	-0.7185	-1.56

V-Lab

Canso Credit Income Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:21.83% (+2.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canso Credit Income Fund Analyses