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
$ω$	1.3955	4.02
$α$	0.0725	3.88
$β$	0.8737	32.71
$γ_{1}$	0.0701	0.64
$γ_{2}$	0.0789	0.50
$γ_{3}$	-0.3930	-3.40
$γ_{4}$	0.4407	4.16
$γ_{5}$	-0.3083	-3.20
$γ_{6}$	0.1339	1.30
$γ_{7}$	0.0458	0.42
$γ_{8}$	-0.1739	-1.60
$γ_{9}$	0.2462	1.69

V-Lab

Canadian Pacific Kansas City Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 25th, 2026:24.13% (+0.54%)

Date Range:

Parameter Estimates

News Impact Curve

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