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
$ω$	1.1825	6.05
$α$	0.1272	7.55
$β$	0.7829	28.69
$γ_{1}$	-0.0541	-1.03
$γ_{2}$	0.0744	0.91
$γ_{3}$	-0.1072	-1.35
$γ_{4}$	0.1831	2.57
$γ_{5}$	-0.1291	-2.38
$γ_{6}$	0.0694	1.35
$γ_{7}$	-0.1313	-2.48
$γ_{8}$	0.2038	3.38
$γ_{9}$	-0.1566	-2.39
$γ_{10}$	0.0569	1.07

V-Lab

CGI Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:42.00% (-4.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CGI Inc Analyses