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
$ω$	0.7594	2.29
$α$	0.0380	1.77
$β$	0.8997	18.64
$γ_{1}$	-0.5173	-0.29
$γ_{2}$	2.2172	0.91
$γ_{3}$	-3.7864	-2.68
$γ_{4}$	3.4666	2.98
$γ_{5}$	-2.2473	-2.21
$γ_{6}$	1.0329	0.98
$γ_{7}$	0.1504	0.17
$γ_{8}$	-0.4493	-0.85

V-Lab

Macknz CN LRG CAP EQ IND ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:14.42% (+0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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