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
$ω$	0.6728	4.89
$α$	0.0504	0.84
$β$	0.7036	2.29
$γ_{1}$	1.5570	2.11
$γ_{2}$	-3.3016	-3.18
$γ_{3}$	2.7946	4.28
$γ_{4}$	-2.1132	-4.17
$γ_{5}$	1.7559	5.64

V-Lab

Cibc Core Fixed Income Pool Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.41% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cibc Core Fixed Income Pool Analyses