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
$ω$	0.9049	5.74
$α$	0.0765	7.61
$β$	0.8684	43.42
$γ_{1}$	-0.0257	-0.67
$γ_{2}$	0.0907	1.68
$γ_{3}$	-0.1856	-5.69
$γ_{4}$	0.2221	6.41
$γ_{5}$	-0.1552	-4.02
$γ_{6}$	0.0747	2.09
$γ_{7}$	-0.0019	-0.05
$γ_{8}$	-0.0636	-1.45
$γ_{9}$	0.1813	2.20

V-Lab

Thomson Reuters Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:74.83% (-4.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thomson Reuters Corp Analyses