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
$ω$	0.6195	3.55
$α$	0.1564	5.93
$β$	0.7838	23.80
$γ_{1}$	-0.1858	-1.82
$γ_{2}$	0.3314	2.40
$γ_{3}$	-0.2653	-4.06
$γ_{4}$	0.1650	4.02

V-Lab

Purpose Core Dividend Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:7.61% (+0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Purpose Core Dividend Fund Analyses