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
$ω$	0.7502	5.13
$α$	0.1394	5.90
$β$	0.8181	35.95
$γ_{1}$	-0.0033	-0.18

V-Lab

Vanguard Balan ETF Portfolio Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:8.61% (-0.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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