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
$ω$	1.1557	6.84
$α$	0.1195	7.47
$β$	0.8464	44.23
$γ_{1}$	-0.0389	-3.88
$γ_{2}$	0.0778	5.17
$γ_{3}$	-0.0536	-6.30

V-Lab

CI Canadian Reit ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:13.11% (+0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CI Canadian Reit ETF Analyses