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
$ω$	-0.1089	-13.21
$α$	0.0373	21.70
$β$	0.9111	303.38
$γ$	2.0436	22.93

V-Lab

BMO MSCI Canada Selection Equity Index ETF AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.71% (-1.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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