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
$ω$	0.4963	1.33
$α$	0.0656	2.80
$β$	0.8449	17.40
$γ_{1}$	-2.9594	-0.86
$γ_{2}$	5.9565	1.31
$γ_{3}$	-6.2728	-2.44
$γ_{4}$	5.4951	2.32
$γ_{5}$	-3.1813	-1.96
$γ_{6}$	0.9302	0.83
$γ_{7}$	0.1932	0.17
$γ_{8}$	0.0200	0.02
$γ_{9}$	-0.2980	-0.36

V-Lab

Mackenzie CAN Eqty IND ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:18.05% (+2.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mackenzie CAN Eqty IND ETF Analyses