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
$ω$	0.7049	5.23
$α$	0.0472	0.73
$β$	0.6730	1.79
$γ_{1}$	2.1669	2.12
$γ_{2}$	-3.5166	-2.12
$γ_{3}$	0.8007	0.60
$γ_{4}$	1.8835	1.76
$γ_{5}$	-3.4253	-4.14
$γ_{6}$	4.3510	4.36

V-Lab

Cibc Core Fixed Income Pool Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.90% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cibc Core Fixed Income Pool Analyses