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
$ω$	0.9928	5.75
$α$	0.0740	6.79
$β$	0.8808	46.44
$γ_{1}$	-0.0025	-0.06
$γ_{2}$	0.0535	0.95
$γ_{3}$	-0.1578	-4.57
$γ_{4}$	0.1950	5.35
$γ_{5}$	-0.1338	-3.28
$γ_{6}$	0.0715	1.84
$γ_{7}$	-0.0293	-0.75
$γ_{8}$	0.0116	0.27
$γ_{9}$	-0.0202	-0.55

V-Lab

Thomson Reuters Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:67.68% (-1.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thomson Reuters Corp Analyses