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
$ω$	0.8680	3.16
$α$	0.1670	3.11
$β$	0.4306	2.99
$γ_{1}$	4.1152	2.15
$γ_{2}$	-9.0410	-2.79
$γ_{3}$	7.4010	2.27
$γ_{4}$	-1.9755	-0.72
$γ_{5}$	-3.6421	-1.81
$γ_{6}$	5.6939	2.91
$γ_{7}$	-2.8150	-1.27
$γ_{8}$	2.0143	1.10
$γ_{9}$	-6.4312	-3.65
$γ_{10}$	10.4650	4.02

V-Lab

PICTON Market Neutral Equity Alternative Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:5.41% (+0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PICTON Market Neutral Equity Alternative Fund Analyses