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
$ω$	0.8212	4.27
$α$	0.0410	1.14
$β$	0.8707	12.13
$γ_{1}$	3.6722	2.30
$γ_{2}$	-7.4596	-3.04
$γ_{3}$	5.3336	3.34
$γ_{4}$	-0.7738	-0.59
$γ_{5}$	-1.6250	-1.22
$γ_{6}$	1.0277	1.12

V-Lab

CIBC MSCI USA Equity Index ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.68% (+0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CIBC MSCI USA Equity Index ETF Analyses