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
$ω$	0.7563	5.78
$α$	0.1586	5.27
$β$	0.6997	15.62
$γ_{1}$	-0.2609	-3.16
$γ_{2}$	0.4522	3.92
$γ_{3}$	-0.2878	-4.48
$γ_{4}$	0.1127	2.60

V-Lab

RBC Quant Eafe DIV Leaders Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:14.56% (-0.65%)

Date Range:

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News Impact Curve

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