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
$ω$	1.3936	4.01
$α$	0.0722	3.87
$β$	0.8745	32.86
$γ_{1}$	0.0697	0.64
$γ_{2}$	0.0793	0.50
$γ_{3}$	-0.3930	-3.39
$γ_{4}$	0.4407	4.14
$γ_{5}$	-0.3084	-3.19
$γ_{6}$	0.1338	1.30
$γ_{7}$	0.0466	0.43
$γ_{8}$	-0.1768	-1.62
$γ_{9}$	0.2581	1.76

V-Lab

Canadian Pacific Kansas City Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:25.36% (-0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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