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
$ω$	0.6729	5.92
$α$	0.0655	7.28
$β$	0.9088	77.95
$γ_{1}$	-0.0069	-0.15
$γ_{2}$	0.0647	0.95
$γ_{3}$	-0.1601	-3.37
$γ_{4}$	0.2028	4.67
$γ_{5}$	-0.1927	-4.89
$γ_{6}$	0.1385	3.35
$γ_{7}$	-0.0162	-0.33
$γ_{8}$	-0.0667	-1.25
$γ_{9}$	0.0405	1.09

V-Lab

Imperial Oil Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:36.98% (+1.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Imperial Oil Ltd Analyses