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
$m$	71
$α$	0.0000	0.00
$β$	0.8705	147.69
$γ$	0.1797	17.62
$λ_{1}$	0.0098	3.06
$λ_{2}$	0.0541	3.99
$λ_{3}$	0.9377	57.09

V-Lab

TD U.S. ETY CAD HGD Indx ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.56% (-0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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