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
$ω$	1.7941	4.59
$α$	0.1717	3.24
$β$	0.5675	5.71
$γ_{1}$	-2.7494	-1.45
$γ_{2}$	9.8062	3.12
$γ_{3}$	-13.5037	-5.29
$γ_{4}$	10.4439	4.56
$γ_{5}$	-4.9154	-1.99
$γ_{6}$	-1.4906	-0.47
$γ_{7}$	7.3241	1.23

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:22.91% (+5.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Picton Long SHT EQT (130/30) Analyses