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
$ω$	0.0300	9.10
$α$	0.0000	0.00
$β$	0.8982	130.33
$γ$	0.1309	9.11

V-Lab

CIBC MSCI Canada Equity Index ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:19.74% (-0.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CIBC MSCI Canada Equity Index ETF Analyses