S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3283	6.10
$α$	0.1211	36.04
$β$	0.9884	621.66
$ν$	3.0082	38.28

V-Lab

Mulvihill Enhanced SPT PF SH GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:9.45% (+0.04%)

Date Range:

Parameter Estimates

Other Mulvihill Enhanced SPT PF SH Analyses