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
$ω$	1.0630	5.05
$α$	0.1416	5.54
$β$	0.7766	25.73
$γ_{1}$	0.1903	3.22
$γ_{2}$	-0.2610	-3.14
$γ_{3}$	0.0796	1.87

V-Lab

TD Canadian Equity Index ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.77% (+0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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