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
$ω$	1.4079	3.99
$α$	0.0727	3.91
$β$	0.8756	33.46
$γ_{1}$	0.0796	0.72
$γ_{2}$	0.0602	0.37
$γ_{3}$	-0.3755	-3.17
$γ_{4}$	0.4275	3.92
$γ_{5}$	-0.3038	-3.09
$γ_{6}$	0.1410	1.36
$γ_{7}$	0.0213	0.20
$γ_{8}$	-0.1158	-1.21
$γ_{9}$	0.0933	1.40

V-Lab

Canadian Pacific Kansas City Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:24.06% (-1.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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