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
$ω$	0.7709	0.92
$α$	0.1238	3.38
$β$	0.7239	16.34
$γ_{1}$	8.8224	1.39
$γ_{2}$	-15.1969	-1.84
$γ_{3}$	9.1394	3.03
$γ_{4}$	-2.8717	-1.32
$γ_{5}$	1.2974	0.65
$γ_{6}$	-3.1502	-1.79
$γ_{7}$	2.6092	1.55
$γ_{8}$	-1.1770	-0.81
$γ_{9}$	0.5618	0.37
$γ_{10}$	0.3176	0.28

V-Lab

CI Enhanced Govt Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:4.07% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CI Enhanced Govt Bond ETF Analyses