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
$ω$	0.9712	7.87
$α$	0.1081	1.70
$β$	0.6074	2.85
$γ_{1}$	0.7465	2.23
$γ_{2}$	-1.4789	-2.65
$γ_{3}$	1.3499	3.25
$γ_{4}$	-1.0895	-2.25

V-Lab

CIBC International Equity ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:14.18% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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