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
$ω$	0.4897	1.30
$α$	0.0680	2.73
$β$	0.8423	17.38
$γ_{1}$	-3.0605	-0.88
$γ_{2}$	6.1081	1.33
$γ_{3}$	-6.3592	-2.46
$γ_{4}$	5.5426	2.33
$γ_{5}$	-3.1638	-1.94
$γ_{6}$	0.7987	0.70
$γ_{7}$	0.5627	0.47
$γ_{8}$	-0.9383	-0.76
$γ_{9}$	2.2220	1.08

V-Lab

Mackenzie CAN Eqty IND ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:20.36% (+2.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mackenzie CAN Eqty IND ETF Analyses