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
$ω$	3.5483	4.85
$α$	0.0727	2.21
$β$	0.6908	5.36
$γ_{1}$	1.8738	6.10
$γ_{2}$	-2.4824	-5.17
$γ_{3}$	0.8438	2.24
$γ_{4}$	-0.0915	-0.18

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:17.07% (+1.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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