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
$ω$	1.1754	8.26
$α$	0.1125	11.56
$β$	0.8448	68.71
$γ_{1}$	0.0449	2.87
$γ_{2}$	-0.0772	-2.98
$γ_{3}$	0.0551	2.39
$γ_{4}$	-0.0544	-2.48
$γ_{5}$	0.0707	3.54
$γ_{6}$	-0.0610	-2.21

V-Lab

Royal Bank of Canada Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:16.69% (+0.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Royal Bank of Canada Analyses