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
$ω$	0.7987	3.59
$α$	0.0463	1.19
$β$	0.8801	13.81
$γ_{1}$	0.2188	0.71
$γ_{2}$	-0.4310	-0.93
$γ_{3}$	0.5448	2.05
$γ_{4}$	-0.7649	-5.19
$γ_{5}$	0.6355	6.25

V-Lab

Vanguard Canadian CPT BD INX Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.13% (+0.01%)

Date Range:

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