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
$m$	116
$α$	0.0000	0.00
$β$	0.9080	135.89
$γ$	0.1152	17.09
$λ_{1}$	0.0037	1.28
$λ_{2}$	0.0050	1.46
$λ_{3}$	0.9910	185.38

V-Lab

Macknz CN LRG CAP EQ IND ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:17.17% (-0.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macknz CN LRG CAP EQ IND ETF Analyses