S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	20.7781	2.87
$α$	0.1213	8.27
$β$	0.9100	30.16
$ν$	2.9394	6.14

V-Lab

Dye & Durham Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:130.96% (+19.94%)

Date Range:

Parameter Estimates

Other Dye & Durham Ltd Analyses