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
$m$	21
$α$	0.7396	7,396,090.00
$β$	0.0104	103,910.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.4707	15.66
$λ_{2}$	0.4349	15.77
$λ_{3}$	0.0092	0.14

V-Lab

Cibc Global Growth ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.94% (-14.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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