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
$ω$	0.9651	7.84
$α$	0.1115	1.65
$β$	0.6032	2.82
$γ_{1}$	0.7126	2.14
$γ_{2}$	-1.3996	-2.56
$γ_{3}$	1.2017	3.28
$γ_{4}$	-0.7079	-3.57

V-Lab

CIBC International Equity ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:15.38% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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