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
$ω$	0.8598	3.43
$α$	0.1944	2.86
$β$	0.4965	3.90
$γ_{1}$	-7.8333	-2.64
$γ_{2}$	12.8365	2.96
$γ_{3}$	-5.4635	-1.71
$γ_{4}$	-2.3475	-0.78
$γ_{5}$	6.7536	2.59
$γ_{6}$	-7.9232	-2.85
$γ_{7}$	7.1363	2.34
$γ_{8}$	-2.9236	-0.86
$γ_{9}$	-1.6583	-0.55

V-Lab

Dye & Durham Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:106.67% (-10.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dye & Durham Ltd Analyses