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
$m$	81
$α$	0.0000	0.00
$β$	0.8298	65.97
$γ$	0.1406	19.76
$λ_{1}$	0.1759	0.16
$λ_{2}$	0.3742	0.17
$λ_{3}$	0.3956	0.11

V-Lab

CIBC MSCI Canada Equity Index ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:16.35% (-0.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CIBC MSCI Canada Equity Index ETF Analyses