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
$ω$	0.7921	6.61
$α$	0.1284	8.02
$β$	0.7916	38.04
$γ_{1}$	0.0012	0.03
$γ_{2}$	0.0599	1.15
$γ_{3}$	-0.1400	-3.43
$γ_{4}$	0.1227	2.86
$γ_{5}$	-0.0843	-1.87
$γ_{6}$	0.1034	2.56
$γ_{7}$	-0.1275	-3.77
$γ_{8}$	0.1266	3.73
$γ_{9}$	-0.0961	-3.66

V-Lab

TransAlta Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:35.71% (-2.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TransAlta Corp Analyses