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
$ω$	1.2700	4.40
$α$	0.0972	4.24
$β$	0.7519	15.96
$γ_{1}$	0.0786	0.36
$γ_{2}$	0.1044	0.33
$γ_{3}$	-0.4638	-2.23
$γ_{4}$	0.5618	3.01
$γ_{5}$	-0.4722	-2.67
$γ_{6}$	0.5618	3.51
$γ_{7}$	-0.9271	-5.99
$γ_{8}$	1.0125	4.41

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:3.05% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco 1-5 YR Ldrd INV GD Analyses