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
$ω$	0.0334	18.96
$α$	0.0693	25.62
$β$	0.8828	284.05
$γ$	0.0688	11.07

V-Lab

Canadian Imperial Bank of Commerce/Canada GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:19.53% (+0.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Imperial Bank of Commerce/Canada Analyses