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
$ω$	1.0540	2.33
$α$	0.0797	2.38
$β$	0.6500	3.28
$γ_{1}$	-0.3178	-0.15
$γ_{2}$	2.0389	0.71
$γ_{3}$	-3.7421	-2.86
$γ_{4}$	2.2784	2.32
$γ_{5}$	1.4381	1.34
$γ_{6}$	-3.3118	-2.62
$γ_{7}$	2.0905	2.16

V-Lab

Fidelity U.S. Value ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:13.17% (+0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fidelity U.S. Value ETF Analyses