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
$ω$	0.9493	3.07
$α$	0.1477	4.53
$β$	0.7084	11.96
$γ_{1}$	0.0441	0.04
$γ_{2}$	0.6078	0.44
$γ_{3}$	-1.1603	-1.30
$γ_{4}$	1.1523	1.31
$γ_{5}$	-1.8574	-1.58
$γ_{6}$	3.2259	2.53
$γ_{7}$	-4.4303	-4.13
$γ_{8}$	4.1563	3.89
$γ_{9}$	-2.3070	-2.00
$γ_{10}$	-0.1752	-0.09

V-Lab

Purpose Premium Yield Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:4.85% (+0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Purpose Premium Yield Fund Analyses