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
$ω$	0.9116	3.53
$α$	0.1035	3.85
$β$	0.8574	27.20
$γ_{1}$	0.3494	2.23
$γ_{2}$	-0.5666	-2.47
$γ_{3}$	0.2671	1.61
$γ_{4}$	-0.0398	-0.34

V-Lab

TD U.S. ETY CAD HGD Indx ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:15.28% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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