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
$m$	31
$α$	0.7068	7,067,550.00
$β$	0.0432	432,450.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.3547	8.68
$λ_{2}$	0.5025	21.76
$λ_{3}$	0.0000	0.00

V-Lab

CI Canadian Reit ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:15.03% (+7.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CI Canadian Reit ETF Analyses