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
$m$	36
$α$	0.0000	0.00
$β$	0.7956	115.40
$γ$	0.2515	29.69
$λ_{1}$	0.0100	3.73
$λ_{2}$	0.0732	3.12
$λ_{3}$	0.9118	33.35

V-Lab

Vanguard Ftse CAN ALL CP IDX MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:20.23% (-1.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Ftse CAN ALL CP IDX Analyses