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
$ω$	0.1440	0.71
$α$	0.0000	0.00
$β$	0.9188	3.37
$γ_{1}$	-18.5431	-1.22
$γ_{2}$	27.7059	1.43
$γ_{3}$	-14.9170	-2.69
$γ_{4}$	7.4596	2.13
$γ_{5}$	-3.5155	-1.11
$γ_{6}$	2.2357	0.99
$γ_{7}$	-0.6811	-0.38
$γ_{8}$	0.9421	0.51
$γ_{9}$	-1.7012	-0.80
$γ_{10}$	2.5523	0.80

V-Lab

RBC Trgt 2027 CAN COR BD IDX Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:1.26% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RBC Trgt 2027 CAN COR BD IDX Analyses