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
$ω$	0.7858	1.78
$α$	0.0564	2.68
$β$	0.7314	5.26
$γ_{1}$	-1.0509	-0.40
$γ_{2}$	3.2231	0.92
$γ_{3}$	-5.4710	-3.19
$γ_{4}$	6.2721	4.54
$γ_{5}$	-5.0896	-4.93
$γ_{6}$	2.9741	3.72
$γ_{7}$	-0.8020	-1.08
$γ_{8}$	-0.1414	-0.17
$γ_{9}$	2.7007	1.47

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Sprott Physical Plat & Palla Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:88.24% (-2.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sprott Physical Plat & Palla Analyses