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
$ω$	0.7220	2.40
$α$	0.0577	2.17
$β$	0.8323	14.20
$γ_{1}$	-1.3486	-0.93
$γ_{2}$	2.6030	1.27
$γ_{3}$	-3.2905	-2.25
$γ_{4}$	4.7796	3.31
$γ_{5}$	-5.5777	-5.05
$γ_{6}$	4.5978	5.43
$γ_{7}$	-2.2166	-3.09
$γ_{8}$	0.4901	1.03

V-Lab

Mackenzi US LRG CP Eqty ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:12.74% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mackenzi US LRG CP Eqty ETF Analyses