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
$m$	91
$α$	1.0000	9,999,900.00
$β$	0.0035	34,700.00
$γ$	-0.0069	-69,210.00
$λ_{1}$	0.0000	3.31
$λ_{2}$	0.0831	0.05
$λ_{3}$	0.0000	0.00

V-Lab

Fidelity Canadian Value ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:9.46% (-22.23%)

Date Range:

Parameter Estimates

News Impact Curve

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