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
$ω$	0.6018	1.92
$α$	0.1302	2.76
$β$	0.7308	5.91
$γ_{1}$	-2.5966	-0.89
$γ_{2}$	6.3165	1.29
$γ_{3}$	-7.5158	-1.36
$γ_{4}$	5.2676	0.96
$γ_{5}$	0.2487	0.07
$γ_{6}$	-4.3022	-1.88
$γ_{7}$	4.2364	2.29
$γ_{8}$	-3.4801	-1.82
$γ_{9}$	2.3203	1.27
$γ_{10}$	0.0857	0.07

V-Lab

Dynamic Active Ultra Short Term Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.51% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dynamic Active Ultra Short Term Bond ETF Analyses