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
$m$	121
$α$	0.2131	23.60
$β$	0.7907	109.38
$γ$	-0.1706	-16.64
$λ_{1}$	0.2081	0.15
$λ_{2}$	0.5851	0.15
$λ_{3}$	0.2332	0.04

V-Lab

Sprott Physical Gold Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:36.62% (-0.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sprott Physical Gold Trust Analyses