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
$ω$	1.0663	4.20
$α$	0.0893	2.73
$β$	0.7557	9.75
$γ_{1}$	-3.4062	-1.29
$γ_{2}$	3.5137	0.80
$γ_{3}$	3.9463	1.13
$γ_{4}$	-7.0564	-2.34
$γ_{5}$	1.5225	0.47
$γ_{6}$	4.2297	1.35
$γ_{7}$	-5.2127	-1.66
$γ_{8}$	6.6128	1.84
$γ_{9}$	-9.5295	-2.77
$γ_{10}$	11.4692	3.53

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:18.55% (+2.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BMO MSCI Global Selection Equity Index ETF Analyses