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
$ω$	1.7580	8.17
$α$	0.1050	8.97
$β$	0.8126	43.63
$γ_{1}$	0.0911	8.32
$γ_{2}$	-0.1507	-8.73
$γ_{3}$	0.0840	6.31
$γ_{4}$	-0.0359	-3.05
$γ_{5}$	0.0314	2.76
$γ_{6}$	-0.0287	-3.55

V-Lab

Rogers Communications Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:20.37% (-0.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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