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
$m$	91
$α$	0.0000	0.00
$β$	0.6156	11.91
$γ$	0.1194	2.42
$λ_{1}$	0.0093	0.10
$λ_{2}$	0.0144	0.24
$λ_{3}$	0.9722	6.14

V-Lab

CIBC MSCI EAFE Equity Index ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:11.77% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CIBC MSCI EAFE Equity Index ETF Analyses