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
$ω$	1.4054	6.59
$α$	0.0934	7.64
$β$	0.7928	28.85
$γ_{1}$	0.0012	0.03
$γ_{2}$	0.0315	0.57
$γ_{3}$	0.0101	0.19
$γ_{4}$	-0.1490	-2.59
$γ_{5}$	0.1755	3.85
$γ_{6}$	-0.1188	-3.15
$γ_{7}$	0.0764	2.05
$γ_{8}$	0.0457	1.09
$γ_{9}$	-0.1486	-2.76
$γ_{10}$	0.0697	0.84

V-Lab

CAE Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:32.41% (+3.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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