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
$ω$	1.1078	5.74
$α$	0.1276	7.60
$β$	0.7759	27.45
$γ_{1}$	-0.0867	-1.66
$γ_{2}$	0.1290	1.61
$γ_{3}$	-0.1490	-1.97
$γ_{4}$	0.2209	3.27
$γ_{5}$	-0.1628	-3.12
$γ_{6}$	0.0984	1.97
$γ_{7}$	-0.1579	-3.04
$γ_{8}$	0.2378	3.85
$γ_{9}$	-0.2190	-2.88
$γ_{10}$	0.2141	1.95

V-Lab

CGI Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:38.38% (+5.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CGI Inc Analyses