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
$ω$	1.9260	22.11
$α$	0.2990	19.61
$β$	0.7424	115.78
$γ$	-0.2901	-17.94

V-Lab

Horizons Betapr Sp500 VIX SH GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:61.08% (-1.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Horizons Betapr Sp500 VIX SH Analyses