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
$ω$	0.9293	5.77
$α$	0.1305	7.61
$β$	0.8035	36.82
$γ_{1}$	-0.0365	-0.75
$γ_{2}$	0.1354	1.98
$γ_{3}$	-0.2052	-4.37
$γ_{4}$	0.1058	2.18
$γ_{5}$	0.0830	1.80
$γ_{6}$	-0.1875	-4.04
$γ_{7}$	0.1748	3.79
$γ_{8}$	-0.0704	-1.62
$γ_{9}$	0.0073	0.15
$γ_{10}$	-0.0235	-0.57

V-Lab

Canadian Imperial Bank of Commerce/Canada Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:19.62% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Imperial Bank of Commerce/Canada Analyses