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
$α$	0.0787	16.65
$β$	0.7398	100.81
$γ$	0.1221	17.96
$λ_{1}$	0.0193	3.74
$λ_{2}$	0.0483	5.03
$λ_{3}$	0.9454	82.80

V-Lab

TransAlta Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:52.01% (+5.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TransAlta Corp Analyses