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
$ω$	0.8424	5.74
$α$	0.0511	1.25
$β$	0.8871	16.72
$γ_{1}$	0.0548	1.38
$γ_{2}$	-0.1480	-2.08

V-Lab

Vanguard Canadian CPT BD INX Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.92% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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