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
$ω$	1.0449	6.15
$α$	0.1442	4.63
$β$	0.6379	11.94
$γ_{1}$	-0.1743	-1.02
$γ_{2}$	0.2730	1.15
$γ_{3}$	-0.0542	-0.38
$γ_{4}$	-0.5170	-3.73
$γ_{5}$	1.0279	7.30
$γ_{6}$	-0.7747	-5.43
$γ_{7}$	0.4412	3.06
$γ_{8}$	-0.4909	-3.14
$γ_{9}$	0.2620	1.04

V-Lab

CI Investment GRD Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.46% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CI Investment GRD Bond ETF Analyses