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
$ω$	0.9812	2.97
$α$	0.0535	2.67
$β$	0.8604	20.33
$γ_{1}$	0.2319	0.40
$γ_{2}$	-0.5603	-0.72
$γ_{3}$	0.5908	1.18
$γ_{4}$	0.1210	0.22
$γ_{5}$	-1.2782	-2.30
$γ_{6}$	1.8816	3.75
$γ_{7}$	-2.1463	-3.90
$γ_{8}$	2.0998	4.00
$γ_{9}$	-1.2270	-4.06

V-Lab

Global X S&P 500 COV CAL ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:11.68% (-0.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Global X S&P 500 COV CAL ETF Analyses