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
$ω$	0.6312	5.10
$α$	0.1601	6.80
$β$	0.7709	31.61
$γ_{1}$	-0.2189	-3.12
$γ_{2}$	0.3667	3.63
$γ_{3}$	-0.2178	-3.43
$γ_{4}$	0.0775	1.69

V-Lab

Vanguard Ftse CAN ALL CP IDX Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:18.57% (-1.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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