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
$ω$	0.6144	3.57
$α$	0.0382	1.41
$β$	0.8517	9.23
$γ_{1}$	-2.9445	-2.37
$γ_{2}$	5.1092	2.86
$γ_{3}$	-3.2274	-3.49
$γ_{4}$	0.9258	1.39
$γ_{5}$	0.4315	0.67
$γ_{6}$	-1.0305	-1.12

V-Lab

Franklin CAN Core Plus BD FD Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.10% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Franklin CAN Core Plus BD FD Analyses