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
$ω$	0.5016	5.14
$α$	0.0690	1.90
$β$	0.8506	19.00
$γ_{1}$	-0.5348	-2.43
$γ_{2}$	0.8823	2.95
$γ_{3}$	-0.7463	-3.69
$γ_{4}$	0.6116	4.39

V-Lab

TD Select ST Corp BD Lddr ET Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.96% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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