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
$ω$	1.2792	4.39
$α$	0.0965	4.25
$β$	0.7574	17.00
$γ_{1}$	0.0861	0.39
$γ_{2}$	0.0919	0.29
$γ_{3}$	-0.4524	-2.15
$γ_{4}$	0.5444	2.89
$γ_{5}$	-0.4407	-2.49
$γ_{6}$	0.5006	3.18
$γ_{7}$	-0.7943	-5.80
$γ_{8}$	0.6669	6.63

V-Lab

Invesco 1-5 YR Ldrd INV GD Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.78% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco 1-5 YR Ldrd INV GD Analyses