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
$ω$	0.9228	5.89
$α$	0.1378	7.82
$β$	0.7916	35.44
$γ_{1}$	-0.0540	-1.15
$γ_{2}$	0.1657	2.51
$γ_{3}$	-0.2273	-4.98
$γ_{4}$	0.1200	2.55
$γ_{5}$	0.0794	1.76
$γ_{6}$	-0.1958	-4.35
$γ_{7}$	0.1939	4.27
$γ_{8}$	-0.1036	-2.29
$γ_{9}$	0.0739	1.13
$γ_{10}$	-0.1959	-1.80

V-Lab

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

Volatility Prediction for Tuesday, February 17th, 2026:16.46% (-1.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Imperial Bank of Commerce/Canada Analyses