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
$ω$	1.1361	1.74
$α$	0.1321	2.42
$β$	0.5615	3.61
$γ_{1}$	-4.2569	-1.41
$γ_{2}$	9.3282	2.32
$γ_{3}$	-8.4836	-4.47
$γ_{4}$	4.2554	3.12
$γ_{5}$	-1.6293	-1.15
$γ_{6}$	2.2240	1.52
$γ_{7}$	-2.7737	-1.80
$γ_{8}$	4.8423	2.17

V-Lab

Fidelity Canadian Value ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:21.73% (-1.96%)

Date Range:

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