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
$ω$	0.7794	7.06
$α$	0.1996	6.65
$β$	0.6199	12.39
$γ_{1}$	-0.5596	-3.90
$γ_{2}$	0.9114	3.79
$γ_{3}$	-0.5762	-2.73
$γ_{4}$	0.3263	1.57
$γ_{5}$	-0.0110	-0.05
$γ_{6}$	-0.3856	-1.92
$γ_{7}$	0.6296	3.03
$γ_{8}$	-0.6974	-2.25

V-Lab

Horizons Betapr Sp500 VIX SH Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:63.66% (-4.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Horizons Betapr Sp500 VIX SH Analyses