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
$ω$	1.4091	3.99
$α$	0.0728	3.91
$β$	0.8756	33.52
$γ_{1}$	0.0795	0.72
$γ_{2}$	0.0610	0.38
$γ_{3}$	-0.3762	-3.15
$γ_{4}$	0.4263	3.88
$γ_{5}$	-0.3002	-3.03
$γ_{6}$	0.1356	1.30
$γ_{7}$	0.0268	0.25
$γ_{8}$	-0.1187	-1.24
$γ_{9}$	0.0933	1.40

V-Lab

Canadian Pacific Kansas City Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.71% (-0.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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