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
$ω$	0.6430	2.55
$α$	0.0782	7.92
$β$	0.9139	86.84
$γ_{1}$	-0.0532	-1.57
$γ_{2}$	0.1234	2.56
$γ_{3}$	-0.1246	-3.94
$γ_{4}$	0.0648	3.03

V-Lab

Baytex Energy Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:51.89% (-1.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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