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
$ω$	0.7555	2.27
$α$	0.0392	1.73
$β$	0.8967	18.03
$γ_{1}$	-0.5617	-0.32
$γ_{2}$	2.2876	0.93
$γ_{3}$	-3.8356	-2.72
$γ_{4}$	3.5189	3.04
$γ_{5}$	-2.3305	-2.30
$γ_{6}$	1.2085	1.13
$γ_{7}$	-0.2747	-0.27
$γ_{8}$	0.6335	0.38

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:15.40% (-0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macknz CN LRG CAP EQ IND ETF Analyses