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
$ω$	0.3860	4.20
$α$	0.1898	6.74
$β$	0.6155	15.21
$γ_{1}$	-0.4246	-1.95
$γ_{2}$	0.0510	0.16
$γ_{3}$	0.8936	3.60
$γ_{4}$	-0.9556	-3.84
$γ_{5}$	0.6486	3.09
$γ_{6}$	-0.3155	-1.76
$γ_{7}$	0.3698	2.26
$γ_{8}$	-0.6525	-4.30
$γ_{9}$	0.6852	3.81
$γ_{10}$	-0.4012	-2.59

V-Lab

Air Canada Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:44.31% (-5.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Air Canada Analyses