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
$ω$	0.7629	5.83
$α$	0.1598	5.26
$β$	0.6972	15.40
$γ_{1}$	-0.2507	-3.04
$γ_{2}$	0.4289	3.69
$γ_{3}$	-0.2472	-3.27
$γ_{4}$	0.0117	0.10

V-Lab

RBC Quant Eafe DIV Leaders Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:13.52% (-0.69%)

Date Range:

Parameter Estimates

News Impact Curve

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