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
$ω$	0.5762	1.85
$α$	0.0106	0.99
$β$	0.9545	19.24
$γ_{1}$	0.3136	0.29
$γ_{2}$	-1.2980	-0.85
$γ_{3}$	1.5942	1.96
$γ_{4}$	-0.3694	-0.52
$γ_{5}$	-0.6612	-0.97
$γ_{6}$	0.8081	1.77
$γ_{7}$	-1.0879	-3.62
$γ_{8}$	1.4028	5.05
$γ_{9}$	-0.9670	-4.90

V-Lab

Purpose Dvrsified Real Asset Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:14.45% (+0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Purpose Dvrsified Real Asset Analyses