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
$ω$	0.9924	5.83
$α$	0.0746	6.66
$β$	0.8785	44.94
$γ_{1}$	-0.0037	-0.09
$γ_{2}$	0.0556	1.00
$γ_{3}$	-0.1591	-4.66
$γ_{4}$	0.1956	5.43
$γ_{5}$	-0.1335	-3.32
$γ_{6}$	0.0701	1.83
$γ_{7}$	-0.0272	-0.71
$γ_{8}$	0.0098	0.23
$γ_{9}$	-0.0191	-0.53

V-Lab

Thomson Reuters Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:50.68% (-2.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thomson Reuters Corp Analyses