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
$ω$	0.8856	5.80
$α$	0.0805	3.59
$β$	0.8569	31.36
$γ_{1}$	0.0143	0.35
$γ_{2}$	-0.0209	-0.36
$γ_{3}$	0.0835	2.00
$γ_{4}$	-0.2970	-4.49

V-Lab

Vanguard CDN AGG BD IDX ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:3.15% (-0.09%)

Date Range:

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News Impact Curve

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