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
$m$	126
$α$	0.0696	28.99
$β$	0.8398	242.79
$γ$	0.0837	20.53
$λ_{1}$	0.0052	9.06
$λ_{2}$	0.0179	7.19
$λ_{3}$	0.9787	327.64

V-Lab

Royal Bank of Canada MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:16.44% (+1.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Royal Bank of Canada Analyses