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
$m$	21
$α$	1.0000	9,999,900.00
$β$	0.1750	1,750,100.00
$γ$	-0.3500	-3,500,000.00
$λ_{1}$	0.1719	1,718,620.00
$λ_{2}$	0.3000	3,000,040.00
$λ_{3}$	0.0000	100.00

V-Lab

Vanguard Canadian CPT BD INX MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:0.08% (-2.85%)

Date Range:

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News Impact Curve

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