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
$m$	66
$α$	0.0790	16.66
$β$	0.7386	99.99
$γ$	0.1220	17.90
$λ_{1}$	0.0197	3.71
$λ_{2}$	0.0490	4.99
$λ_{3}$	0.9445	80.69

V-Lab

TransAlta Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:46.36% (-2.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TransAlta Corp Analyses