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
$ω$	0.9812	2.64
$α$	0.0504	1.27
$β$	0.5993	1.51
$γ_{1}$	14.9976	2.07
$γ_{2}$	-22.2828	-1.97
$γ_{3}$	9.9104	1.17
$γ_{4}$	-7.3642	-0.82
$γ_{5}$	9.4126	1.17
$γ_{6}$	-6.9543	-1.36
$γ_{7}$	4.6963	1.29
$γ_{8}$	-3.3227	-1.01
$γ_{9}$	-1.8946	-0.49
$γ_{10}$	7.8792	1.49

V-Lab

CIBC MSCI EAFE Equity Index ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:14.09% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CIBC MSCI EAFE Equity Index ETF Analyses