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
$ω$	0.6894	6.19
$α$	0.1716	5.00
$β$	0.7292	18.74
$γ_{1}$	-0.1410	-2.78
$γ_{2}$	0.1978	2.48
$γ_{3}$	-0.1101	-1.67

V-Lab

CI Canadian Conv Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:13.49% (-0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CI Canadian Conv Bond ETF Analyses