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
$ω$	1.1419	1.75
$α$	0.1344	2.46
$β$	0.5514	3.39
$γ_{1}$	-4.1755	-1.38
$γ_{2}$	9.1836	2.28
$γ_{3}$	-8.3446	-4.40
$γ_{4}$	4.0549	2.98
$γ_{5}$	-1.2505	-0.88
$γ_{6}$	1.3848	0.95
$γ_{7}$	-0.7493	-0.48
$γ_{8}$	-0.3922	-0.32

V-Lab

Fidelity Canadian Value ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.22% (-1.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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