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
$ω$	1.0242	2.23
$α$	0.5226	2.81
$β$	0.3450	3.45
$γ_{1}$	-13.3094	-5.53
$γ_{2}$	19.9993	5.07
$γ_{3}$	-9.1047	-2.14

V-Lab

Mulvihill Enhanced SPT PF SH Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:6.58% (+0.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mulvihill Enhanced SPT PF SH Analyses