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
$ω$	1.3933	4.00
$α$	0.0723	3.88
$β$	0.8746	32.96
$γ_{1}$	0.0692	0.63
$γ_{2}$	0.0804	0.50
$γ_{3}$	-0.3935	-3.37
$γ_{4}$	0.4394	4.11
$γ_{5}$	-0.3047	-3.13
$γ_{6}$	0.1276	1.23
$γ_{7}$	0.0541	0.49
$γ_{8}$	-0.1838	-1.69
$γ_{9}$	0.2652	1.84

V-Lab

Canadian Pacific Kansas City Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.83% (-0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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