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
$ω$	0.1238	4.97
$α$	0.0930	16.60
$β$	0.9070	117.57
$γ$	0.2302	3.66
$δ$	1.0229	10.54

V-Lab

Dye & Durham Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:133.50% (+9.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dye & Durham Ltd Analyses