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
$ω$	1.1095	5.78
$α$	0.1293	7.63
$β$	0.7715	26.96
$γ_{1}$	-0.0866	-1.67
$γ_{2}$	0.1288	1.61
$γ_{3}$	-0.1489	-1.97
$γ_{4}$	0.2206	3.27
$γ_{5}$	-0.1622	-3.13
$γ_{6}$	0.0978	1.97
$γ_{7}$	-0.1564	-2.99
$γ_{8}$	0.2323	3.72
$γ_{9}$	-0.2051	-2.68
$γ_{10}$	0.1689	1.61

V-Lab

CGI Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:47.77% (-5.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CGI Inc Analyses