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
$ω$	0.3206	4.36
$α$	0.1884	2.89
$β$	0.5874	5.54
$γ_{1}$	-1.0102	-0.55
$γ_{2}$	1.1072	0.35
$γ_{3}$	0.8638	0.31
$γ_{4}$	-3.4354	-1.59
$γ_{5}$	5.6914	5.13
$γ_{6}$	-4.8112	-5.09
$γ_{7}$	1.0263	0.92
$γ_{8}$	1.0313	0.83
$γ_{9}$	-0.7660	-0.60
$γ_{10}$	0.5835	0.59

V-Lab

Pimco Monthly Income FD Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.00% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pimco Monthly Income FD Analyses