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
$ω$	0.9901	5.84
$α$	0.0745	6.68
$β$	0.8782	44.86
$γ_{1}$	-0.0036	-0.09
$γ_{2}$	0.0553	1.00
$γ_{3}$	-0.1592	-4.69
$γ_{4}$	0.1967	5.49
$γ_{5}$	-0.1356	-3.38
$γ_{6}$	0.0724	1.89
$γ_{7}$	-0.0288	-0.75
$γ_{8}$	0.0109	0.25
$γ_{9}$	-0.0197	-0.55

V-Lab

Thomson Reuters Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:48.72% (-1.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thomson Reuters Corp Analyses