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
$ω$	0.6193	3.49
$α$	0.0390	1.49
$β$	0.8587	10.21
$γ_{1}$	-2.9490	-2.31
$γ_{2}$	5.1416	2.81
$γ_{3}$	-3.3182	-3.54
$γ_{4}$	1.1285	1.71
$γ_{5}$	-0.0491	-0.09
$γ_{6}$	0.2556	0.72

V-Lab

Franklin CAN Core Plus BD FD Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.96% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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