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
$ω$	0.9884	3.99
$α$	0.0614	2.20
$β$	0.8612	14.93
$γ_{1}$	0.1271	1.65
$γ_{2}$	-0.2389	-2.23
$γ_{3}$	0.1616	3.35

V-Lab

TD International EQ CAD Hedged Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:13.15% (+2.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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