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
$m$	36
$α$	0.2388	19.24
$β$	0.4497	13.29
$γ$	-0.0168	-0.56
$λ_{1}$	1.9577	0.66
$λ_{2}$	0.4958	0.87
$λ_{3}$	0.4647	0.70

V-Lab

Dye & Durham Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:172.63% (-6.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dye & Durham Ltd Analyses