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
$ω$	2.6825	5.77
$α$	0.1269	3.15
$β$	0.6893	8.84
$γ_{1}$	1.5218	6.05
$γ_{2}$	-2.0573	-5.41
$γ_{3}$	0.9825	3.70
$γ_{4}$	-0.9246	-2.11

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:15.99% (+2.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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