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
$ω$	0.6663	3.54
$α$	0.0188	0.71
$β$	0.8150	3.56
$γ_{1}$	-3.0867	-1.41
$γ_{2}$	3.4507	1.08
$γ_{3}$	-0.7616	-0.42
$γ_{4}$	2.4305	1.76
$γ_{5}$	-4.1178	-3.00
$γ_{6}$	2.7592	2.84

V-Lab

CI Emerging Mrkts Alpha ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:15.16% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CI Emerging Mrkts Alpha ETF Analyses