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
$ω$	1.0383	2.28
$α$	0.5145	2.76
$β$	0.3504	3.44
$γ_{1}$	-12.6466	-5.49
$γ_{2}$	18.4573	5.24
$γ_{3}$	-6.2570	-3.30

V-Lab

Mulvihill Enhanced SPT PF SH Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:6.42% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mulvihill Enhanced SPT PF SH Analyses