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
$ω$	0.5585	2.39
$α$	0.0371	1.89
$β$	0.8637	15.29
$γ_{1}$	-4.0383	-1.50
$γ_{2}$	7.1403	1.87
$γ_{3}$	-6.5575	-3.52
$γ_{4}$	6.2412	4.86
$γ_{5}$	-4.2082	-3.94
$γ_{6}$	1.4870	1.55
$γ_{7}$	0.2590	0.25
$γ_{8}$	0.4260	0.39
$γ_{9}$	-3.0087	-1.83

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CI Hlth CRE GNT Cvrd Call Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:11.18% (+0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CI Hlth CRE GNT Cvrd Call Analyses