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
$ω$	1.2034	2.14
$α$	0.1694	3.05
$β$	0.0000	0.00
$γ_{1}$	-5.0307	-1.96
$γ_{2}$	7.6912	2.30
$γ_{3}$	-2.1147	-1.51
$γ_{4}$	-1.8351	-1.53
$γ_{5}$	0.1001	0.06

V-Lab

PICTON Multi-Strategy Alpha Alternative Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.39% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PICTON Multi-Strategy Alpha Alternative Fund Analyses