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
$m$	61
$α$	0.0000	0.00
$β$	0.7977	78.32
$γ$	0.1534	29.74
$λ_{1}$	0.0214	0.65
$λ_{2}$	0.0405	0.58
$λ_{3}$	0.9309	8.50

V-Lab

BMO MSCI Canada Selection Equity Index ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.79% (-1.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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