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
$ω$	1.0283	12.61
$α$	0.2066	7.15
$β$	0.6468	14.24
$γ_{1}$	0.0001	0.14

V-Lab

Horizons Betapr Sp500 VIX SH Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:64.22% (-6.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Horizons Betapr Sp500 VIX SH Analyses