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
$m$	96
$α$	0.0279	4.40
$β$	0.7221	80.47
$γ$	0.2567	24.61
$λ_{1}$	0.0642	2.65
$λ_{2}$	0.0583	4.79
$λ_{3}$	0.9022	35.31

V-Lab

CI U S & CAN Life COV CL ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.56% (-2.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CI U S & CAN Life COV CL ETF Analyses