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
$ω$	1.8213	4.62
$α$	0.1650	3.05
$β$	0.5627	5.20
$γ_{1}$	-2.6122	-1.40
$γ_{2}$	9.6716	3.14
$γ_{3}$	-13.5854	-5.46
$γ_{4}$	10.7685	4.85
$γ_{5}$	-5.8028	-2.49
$γ_{6}$	0.7765	0.29
$γ_{7}$	1.6718	0.73

V-Lab

Picton Long SHT EQT (130/30) Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:20.84% (+6.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Picton Long SHT EQT (130/30) Analyses