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
$m$	91
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	4.6688	64.57
$λ_{2}$	0.0996	22.36
$λ_{3}$	0.0000	0.00

V-Lab

Canadian Imperial Bank of Commerce/Canada MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:8.45% (-10.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Imperial Bank of Commerce/Canada Analyses