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
$ω$	0.6154	3.40
$α$	0.0544	1.44
$β$	0.0000	0.00
$γ_{1}$	-5.3358	-2.71
$γ_{2}$	9.3611	3.07
$γ_{3}$	-8.1393	-3.61
$γ_{4}$	7.4809	3.03
$γ_{5}$	-5.3731	-1.89
$γ_{6}$	3.1235	1.17
$γ_{7}$	-1.9409	-1.02
$γ_{8}$	2.1272	1.50
$γ_{9}$	-2.3668	-1.74
$γ_{10}$	0.5333	0.23

V-Lab

CI Japan Equity Index ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:16.97% (+0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CI Japan Equity Index ETF Analyses