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
$ω$	2.1039	1.67
$α$	0.1103	2.61
$β$	0.7306	7.61
$γ_{1}$	5.4329	1.77
$γ_{2}$	-9.5606	-2.11
$γ_{3}$	7.8128	3.30
$γ_{4}$	-5.0082	-4.38
$γ_{5}$	0.5532	0.54
$γ_{6}$	1.6854	1.54
$γ_{7}$	-2.1375	-1.78
$γ_{8}$	2.4142	1.36

V-Lab

PICTON Long Short Income Alternative Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.28% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PICTON Long Short Income Alternative Fund Analyses