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
$ω$	1.7589	8.16
$α$	0.1046	8.96
$β$	0.8136	43.88
$γ_{1}$	0.0914	8.32
$γ_{2}$	-0.1511	-8.72
$γ_{3}$	0.0843	6.31
$γ_{4}$	-0.0361	-3.07
$γ_{5}$	0.0317	2.79
$γ_{6}$	-0.0290	-3.59

V-Lab

Rogers Communications Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:21.18% (-1.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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