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
$ω$	1.2692	3.39
$α$	0.0846	2.35
$β$	0.6376	3.28
$γ_{1}$	1.1440	2.68
$γ_{2}$	-2.0861	-3.55
$γ_{3}$	1.9244	5.44
$γ_{4}$	-2.1356	-3.45

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:11.20% (+0.36%)

Date Range:

Parameter Estimates

News Impact Curve

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