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
$ω$	0.7956	2.99
$α$	0.0803	1.76
$β$	0.6594	4.27
$γ_{1}$	9.3424	2.32
$γ_{2}$	-13.0195	-2.14
$γ_{3}$	-0.0813	-0.02
$γ_{4}$	8.3926	2.53
$γ_{5}$	-7.6404	-2.71
$γ_{6}$	4.7505	1.53
$γ_{7}$	-1.1729	-0.34
$γ_{8}$	-3.3747	-0.84
$γ_{9}$	9.7495	1.88

V-Lab

CIBC MSCI Canada Equity Index ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:21.99% (+1.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CIBC MSCI Canada Equity Index ETF Analyses