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
$ω$	0.7995	2.92
$α$	0.0835	1.80
$β$	0.6735	4.92
$γ_{1}$	9.3287	2.27
$γ_{2}$	-13.0122	-2.10
$γ_{3}$	-0.0936	-0.02
$γ_{4}$	8.5016	2.51
$γ_{5}$	-7.9360	-2.76
$γ_{6}$	5.4363	1.71
$γ_{7}$	-2.8678	-0.84
$γ_{8}$	0.7524	0.22
$γ_{9}$	-0.2104	-0.08

V-Lab

CIBC MSCI Canada Equity Index ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:13.85% (-1.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CIBC MSCI Canada Equity Index ETF Analyses