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
$ω$	1.4112	4.01
$α$	0.0730	3.92
$β$	0.8744	33.18
$γ_{1}$	0.0806	0.74
$γ_{2}$	0.0591	0.37
$γ_{3}$	-0.3752	-3.18
$γ_{4}$	0.4268	3.93
$γ_{5}$	-0.3026	-3.09
$γ_{6}$	0.1397	1.35
$γ_{7}$	0.0223	0.21
$γ_{8}$	-0.1169	-1.23
$γ_{9}$	0.0944	1.43

V-Lab

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

Volatility Prediction for Monday, February 23rd, 2026:21.77% (-0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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