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
$ω$	0.9538	1.74
$α$	0.0000	0.00
$β$	0.9604	12.29
$γ_{1}$	-0.2173	-0.11
$γ_{2}$	2.5844	0.92
$γ_{3}$	-5.9415	-2.90
$γ_{4}$	6.4145	3.20
$γ_{5}$	-4.6644	-2.28
$γ_{6}$	3.1532	1.46
$γ_{7}$	-2.0608	-1.15
$γ_{8}$	1.7939	1.24
$γ_{9}$	-2.3590	-1.68
$γ_{10}$	1.8168	0.86

V-Lab

CI Japan Equity Index ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:18.48% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CI Japan Equity Index ETF Analyses