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
$m$	46
$α$	0.3130	38.08
$β$	0.7173	96.05
$γ$	-0.3130	-29.67
$λ_{1}$	0.1898	1.27
$λ_{2}$	0.0109	1.74
$λ_{3}$	0.9784	67.20

V-Lab

Horizons Betapr Sp500 VIX SH MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:58.00% (-1.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Horizons Betapr Sp500 VIX SH Analyses