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
$ω$	0.4614	1.53
$α$	0.1800	6.34
$β$	0.7273	17.99
$γ_{1}$	0.1610	0.31
$γ_{2}$	-0.2535	-0.38
$γ_{3}$	0.1770	0.62
$γ_{4}$	-0.0659	-0.22
$γ_{5}$	0.0155	0.05
$γ_{6}$	-0.4324	-1.11
$γ_{7}$	1.0313	3.07
$γ_{8}$	-1.4957	-5.77
$γ_{9}$	1.7546	5.20
$γ_{10}$	-1.7719	-2.96

V-Lab

Data Communications Mgmt Cp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:42.71% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Data Communications Mgmt Cp Analyses