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
$ω$	0.9040	5.78
$α$	0.0762	7.59
$β$	0.8681	43.14
$γ_{1}$	-0.0256	-0.67
$γ_{2}$	0.0905	1.69
$γ_{3}$	-0.1855	-5.73
$γ_{4}$	0.2230	6.48
$γ_{5}$	-0.1574	-4.09
$γ_{6}$	0.0773	2.16
$γ_{7}$	-0.0042	-0.12
$γ_{8}$	-0.0613	-1.41
$γ_{9}$	0.1787	2.19

V-Lab

Thomson Reuters Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:53.95% (-1.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thomson Reuters Corp Analyses