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
$ω$	1.1787	8.26
$α$	0.1128	11.59
$β$	0.8451	69.00
$γ_{1}$	0.0435	2.78
$γ_{2}$	-0.0745	-2.88
$γ_{3}$	0.0527	2.30
$γ_{4}$	-0.0517	-2.43
$γ_{5}$	0.0661	3.90
$γ_{6}$	-0.0513	-4.55

V-Lab

Royal Bank of Canada Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:16.93% (+0.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Royal Bank of Canada Analyses