S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	-0.0151	-0.68
$α$	0.0300	3.12
$β$	0.9387	67.33
$γ$	-0.2173	-34.25

V-Lab

CIBC MSCI Canada Equity Index ETF EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:15.09% (-2.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CIBC MSCI Canada Equity Index ETF Analyses