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
$ω$	1.4271	3.72
$α$	0.0070	0.38
$β$	0.9205	8.04
$γ_{1}$	3.9919	5.99
$γ_{2}$	-5.8929	-6.62
$γ_{3}$	2.3161	4.54
$γ_{4}$	-0.5955	-0.74

V-Lab

Pimco Managed Core Bond Pool Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:6.69% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pimco Managed Core Bond Pool Analyses