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
$ω$	0.0163	6.53
$α$	0.0000	0.00
$β$	0.9372	204.31
$γ$	0.0959	7.51

V-Lab

CIBC MSCI USA Equity Index ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.71% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CIBC MSCI USA Equity Index ETF Analyses