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
$ω$	0.7978	1.49
$α$	0.1152	1.24
$β$	0.0000	0.00
$γ_{1}$	4.0783	0.22
$γ_{2}$	1.0820	0.04
$γ_{3}$	-18.7379	-1.02
$γ_{4}$	24.3943	1.49
$γ_{5}$	-14.4007	-1.26
$γ_{6}$	8.3409	0.83
$γ_{7}$	-15.7310	-1.47
$γ_{8}$	27.5129	2.20

V-Lab

CIBC MSCI USA Equity Index ETF CAD Hedged Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:21.50% (-1.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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