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
$ω$	0.5558	4.51
$α$	0.1848	6.73
$β$	0.7151	17.33
$γ_{1}$	-0.8885	-4.04
$γ_{2}$	1.3783	4.36
$γ_{3}$	-0.9288	-4.68
$γ_{4}$	0.7374	3.85
$γ_{5}$	-0.3653	-2.10
$γ_{6}$	0.1802	1.02
$γ_{7}$	-0.4318	-2.16
$γ_{8}$	0.6828	2.17

V-Lab

CI CA Banks Incme Class ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:12.71% (-1.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CI CA Banks Incme Class ETF Analyses