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
$ω$	0.9352	3.13
$α$	0.0000	0.00
$β$	0.7386	0.39
$γ_{1}$	1.4972	0.43
$γ_{2}$	-2.3125	-0.42
$γ_{3}$	-0.8981	-0.24
$γ_{4}$	5.0268	1.68
$γ_{5}$	-5.8980	-2.16
$γ_{6}$	4.1361	1.45
$γ_{7}$	-3.1406	-1.25
$γ_{8}$	3.9526	2.05
$γ_{9}$	-4.9666	-2.90
$γ_{10}$	4.9245	2.47

V-Lab

Desjard RI E M M N Z E P ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.29% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Desjard RI E M M N Z E P ETF Analyses