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
$ω$	1.4224	6.60
$α$	0.0934	7.75
$β$	0.7969	30.02
$γ_{1}$	0.0024	0.07
$γ_{2}$	0.0335	0.60
$γ_{3}$	0.0002	0.00
$γ_{4}$	-0.1327	-2.29
$γ_{5}$	0.1560	3.37
$γ_{6}$	-0.1002	-2.61
$γ_{7}$	0.0610	1.59
$γ_{8}$	0.0586	1.35
$γ_{9}$	-0.1629	-3.25
$γ_{10}$	0.1018	2.58

V-Lab

CAE Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:32.51% (-0.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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