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
$ω$	2.0778	1.66
$α$	0.1102	2.61
$β$	0.7287	7.47
$γ_{1}$	5.3227	1.73
$γ_{2}$	-9.3978	-2.07
$γ_{3}$	7.7334	3.26
$γ_{4}$	-4.9737	-4.36
$γ_{5}$	0.5613	0.56
$γ_{6}$	1.6167	1.52
$γ_{7}$	-1.9579	-1.81
$γ_{8}$	1.9547	2.36

V-Lab

PICTON Long Short Income Alternative Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.19% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PICTON Long Short Income Alternative Fund Analyses