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
$ω$	1.8051	4.43
$α$	0.1138	2.20
$β$	0.6670	4.51
$γ_{1}$	1.3548	4.69
$γ_{2}$	-2.2241	-5.13
$γ_{3}$	1.6576	4.81
$γ_{4}$	-1.5391	-3.14

V-Lab

Fidelity International Value Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.97% (+3.99%)

Date Range:

Parameter Estimates

News Impact Curve

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