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
$ω$	0.3205	4.35
$α$	0.1873	2.89
$β$	0.5904	5.66
$γ_{1}$	-1.0099	-0.54
$γ_{2}$	1.0969	0.34
$γ_{3}$	0.8975	0.32
$γ_{4}$	-3.4942	-1.61
$γ_{5}$	5.7593	5.19
$γ_{6}$	-4.8535	-5.11
$γ_{7}$	1.0003	0.89
$γ_{8}$	1.1805	0.94
$γ_{9}$	-1.1656	-0.86
$γ_{10}$	1.6616	0.77

V-Lab

Pimco Monthly Income FD Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.53% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pimco Monthly Income FD Analyses