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
$ω$	1.0265	2.96
$α$	0.1093	1.90
$β$	0.6133	3.51
$γ_{1}$	-4.1142	-1.64
$γ_{2}$	8.3294	2.33
$γ_{3}$	-6.8757	-3.67
$γ_{4}$	2.5767	1.67
$γ_{5}$	0.7769	0.51
$γ_{6}$	0.1572	0.12
$γ_{7}$	-2.1265	-1.65
$γ_{8}$	1.7394	1.87

V-Lab

Fidelity International Value Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.14% (+3.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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