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
$ω$	1.0443	6.90
$α$	0.1354	5.69
$β$	0.5929	9.77
$γ_{1}$	0.5440	4.92
$γ_{2}$	-0.8096	-4.16
$γ_{3}$	0.2893	1.54
$γ_{4}$	-0.0557	-0.31
$γ_{5}$	0.0659	0.46
$γ_{6}$	0.1289	1.02
$γ_{7}$	-0.4432	-3.13
$γ_{8}$	0.4528	2.79
$γ_{9}$	-0.1320	-0.65

V-Lab

Transat A T Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.85% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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