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
$ω$	1.4016	6.56
$α$	0.0936	7.65
$β$	0.7928	28.94
$γ_{1}$	0.0005	0.02
$γ_{2}$	0.0321	0.58
$γ_{3}$	0.0107	0.19
$γ_{4}$	-0.1499	-2.60
$γ_{5}$	0.1760	3.85
$γ_{6}$	-0.1190	-3.13
$γ_{7}$	0.0761	2.03
$γ_{8}$	0.0460	1.09
$γ_{9}$	-0.1473	-2.71
$γ_{10}$	0.0678	0.81

V-Lab

CAE Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:30.51% (-0.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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