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
$m$	66
$α$	0.0785	16.59
$β$	0.7393	100.35
$γ$	0.1223	17.97
$λ_{1}$	0.0196	3.74
$λ_{2}$	0.0488	5.00
$λ_{3}$	0.9448	81.41

V-Lab

TransAlta Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:32.87% (-1.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TransAlta Corp Analyses