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
$ω$	0.7901	6.78
$α$	0.1295	8.13
$β$	0.7862	36.84
$γ_{1}$	-0.0018	-0.05
$γ_{2}$	0.0682	1.33
$γ_{3}$	-0.1524	-3.79
$γ_{4}$	0.1361	3.21
$γ_{5}$	-0.0944	-2.14
$γ_{6}$	0.1058	2.69
$γ_{7}$	-0.1157	-3.41
$γ_{8}$	0.0888	2.37
$γ_{9}$	0.0069	0.14

V-Lab

TransAlta Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:60.85% (+10.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TransAlta Corp Analyses