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
$ω$	3.5667	4.93
$α$	0.0708	2.17
$β$	0.6839	5.00
$γ_{1}$	1.8997	6.41
$γ_{2}$	-2.5436	-5.60
$γ_{3}$	0.9621	3.02
$γ_{4}$	-0.3939	-1.85

V-Lab

BMO MSCI Canada Selection Equity Index ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.01% (-0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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