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
$ω$	0.8050	8.53
$α$	0.2563	7.72
$β$	0.5209	12.09
$γ_{1}$	0.0868	0.88
$γ_{2}$	-0.1759	-1.10
$γ_{3}$	0.0185	0.16
$γ_{4}$	0.1045	1.06
$γ_{5}$	0.0568	0.62
$γ_{6}$	-0.2690	-3.28
$γ_{7}$	0.4587	6.06
$γ_{8}$	-0.5272	-6.20
$γ_{9}$	0.4232	4.43
$γ_{10}$	-0.2600	-3.35

V-Lab

ADF Group Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:79.77% (+3.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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