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
$ω$	0.9663	2.62
$α$	0.0541	1.25
$β$	0.5983	1.57
$γ_{1}$	14.5242	2.00
$γ_{2}$	-21.5457	-1.90
$γ_{3}$	9.4917	1.12
$γ_{4}$	-7.1517	-0.79
$γ_{5}$	9.3417	1.15
$γ_{6}$	-6.9940	-1.36
$γ_{7}$	4.9855	1.37
$γ_{8}$	-4.2024	-1.34
$γ_{9}$	0.2681	0.09
$γ_{10}$	2.4519	0.95

V-Lab

CIBC MSCI EAFE Equity Index ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:10.11% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CIBC MSCI EAFE Equity Index ETF Analyses