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
$ω$	0.6456	5.67
$α$	0.0867	2.64
$β$	0.7949	17.54
$γ_{1}$	-0.4164	-1.27
$γ_{2}$	0.9653	1.93
$γ_{3}$	-1.1320	-3.40
$γ_{4}$	1.2365	4.59
$γ_{5}$	-1.1113	-4.11
$γ_{6}$	0.2754	1.09
$γ_{7}$	0.4250	2.37

V-Lab

TD CDN Aggregate Bond Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.54% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TD CDN Aggregate Bond Index Analyses