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
$ω$	1.0826	3.73
$α$	0.1901	4.93
$β$	0.6964	14.74
$γ_{1}$	2.2747	2.57
$γ_{2}$	-2.5178	-2.05
$γ_{3}$	1.2540	1.38
$γ_{4}$	-3.3646	-2.54
$γ_{5}$	4.2860	2.87
$γ_{6}$	-2.7276	-2.39
$γ_{7}$	0.5560	0.58
$γ_{8}$	0.5324	0.48
$γ_{9}$	-1.6647	-0.64

V-Lab

Dynamic Active PFD SH ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.43% (-0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dynamic Active PFD SH ETF Analyses