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
$ω$	0.7991	6.70
$α$	0.1295	8.06
$β$	0.7898	37.82
$γ_{1}$	0.0026	0.07
$γ_{2}$	0.0584	1.12
$γ_{3}$	-0.1401	-3.44
$γ_{4}$	0.1232	2.87
$γ_{5}$	-0.0847	-1.89
$γ_{6}$	0.1036	2.57
$γ_{7}$	-0.1273	-3.77
$γ_{8}$	0.1258	3.72
$γ_{9}$	-0.0950	-3.63

V-Lab

TransAlta Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:33.41% (-1.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TransAlta Corp Analyses