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
$ω$	0.5216	1.99
$α$	0.0106	0.47
$β$	0.9082	6.47
$γ_{1}$	-1.5817	-0.60
$γ_{2}$	4.1070	1.04
$γ_{3}$	-6.4949	-2.55
$γ_{4}$	6.7481	3.64
$γ_{5}$	-2.5418	-2.10
$γ_{6}$	-1.2848	-1.32
$γ_{7}$	0.7737	0.89
$γ_{8}$	0.4698	0.56
$γ_{9}$	0.1454	0.17
$γ_{10}$	-2.3229	-1.88

V-Lab

Mackenzie CAN Agrt BND ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.83% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mackenzie CAN Agrt BND ETF Analyses