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
$ω$	0.9591	3.03
$α$	0.1508	4.61
$β$	0.7100	12.44
$γ_{1}$	0.0618	0.06
$γ_{2}$	0.5639	0.40
$γ_{3}$	-1.1033	-1.22
$γ_{4}$	1.1008	1.23
$γ_{5}$	-1.8253	-1.52
$γ_{6}$	3.2150	2.47
$γ_{7}$	-4.4665	-4.11
$γ_{8}$	4.3139	4.05
$γ_{9}$	-2.7791	-2.82
$γ_{10}$	1.1635	1.79

V-Lab

Purpose Premium Yield Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:4.88% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Purpose Premium Yield Fund Analyses