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
$m$	96
$α$	0.8719	8,718,560.00
$β$	0.0000	100.00
$γ$	0.2563	2,562,670.00
$λ_{1}$	1.2470	29.25
$λ_{2}$	0.8651	115.03
$λ_{3}$	0.1344	16.41

V-Lab

Vanguard Balan ETF Portfolio MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:6.23% (-1.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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