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
$ω$	1.2738	3.67
$α$	0.0458	1.93
$β$	0.8226	8.73
$γ_{1}$	0.5190	2.59
$γ_{2}$	-0.8538	-3.10
$γ_{3}$	0.4696	4.05

V-Lab

TD Canadian Long FED BND ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:9.04% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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