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
$ω$	0.9902	5.80
$α$	0.0754	6.63
$β$	0.8775	44.60
$γ_{1}$	-0.0043	-0.11
$γ_{2}$	0.0563	1.01
$γ_{3}$	-0.1595	-4.66
$γ_{4}$	0.1960	5.43
$γ_{5}$	-0.1338	-3.32
$γ_{6}$	0.0705	1.84
$γ_{7}$	-0.0276	-0.72
$γ_{8}$	0.0103	0.24
$γ_{9}$	-0.0196	-0.54

V-Lab

Thomson Reuters Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:70.78% (-4.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thomson Reuters Corp Analyses