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
$ω$	1.1058	3.56
$α$	0.2024	4.27
$β$	0.6896	14.03
$γ_{1}$	2.2476	2.48
$γ_{2}$	-2.4836	-1.98
$γ_{3}$	1.2617	1.36
$γ_{4}$	-3.3981	-2.51
$γ_{5}$	4.3379	2.86
$γ_{6}$	-2.8673	-2.46
$γ_{7}$	0.9325	0.95
$γ_{8}$	-0.4143	-0.52
$γ_{9}$	0.8837	1.81

V-Lab

Dynamic Active PFD SH ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:4.12% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dynamic Active PFD SH ETF Analyses