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
$ω$	0.7946	6.60
$α$	0.1285	8.04
$β$	0.7922	38.26
$γ_{1}$	0.0010	0.03
$γ_{2}$	0.0603	1.15
$γ_{3}$	-0.1402	-3.42
$γ_{4}$	0.1225	2.84
$γ_{5}$	-0.0841	-1.87
$γ_{6}$	0.1038	2.56
$γ_{7}$	-0.1280	-3.78
$γ_{8}$	0.1267	3.72
$γ_{9}$	-0.0958	-3.65

V-Lab

TransAlta Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:55.95% (+11.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TransAlta Corp Analyses