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
$ω$	0.7780	0.95
$α$	0.1215	3.32
$β$	0.7220	15.76
$γ_{1}$	9.0371	1.47
$γ_{2}$	-15.5523	-1.94
$γ_{3}$	9.3767	3.20
$γ_{4}$	-3.0356	-1.43
$γ_{5}$	1.4196	0.73
$γ_{6}$	-3.2773	-1.90
$γ_{7}$	2.8328	1.72
$γ_{8}$	-1.6742	-1.16
$γ_{9}$	1.7561	1.12
$γ_{10}$	-2.8416	-1.40

V-Lab

CI Enhanced Govt Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.23% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CI Enhanced Govt Bond ETF Analyses