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
$ω$	1.4216	6.63
$α$	0.0949	7.77
$β$	0.7915	29.01
$γ_{1}$	0.0033	0.09
$γ_{2}$	0.0316	0.57
$γ_{3}$	0.0021	0.04
$γ_{4}$	-0.1344	-2.34
$γ_{5}$	0.1573	3.44
$γ_{6}$	-0.1013	-2.67
$γ_{7}$	0.0621	1.64
$γ_{8}$	0.0578	1.35
$γ_{9}$	-0.1630	-3.29
$γ_{10}$	0.1026	2.62

V-Lab

CAE Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:34.70% (+1.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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