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
$ω$	0.0067	15.86
$α$	0.0404	6.46
$β$	0.8609	178.02
$γ$	0.1128	7.94

V-Lab

Vanguard Cnsrv ETF Portfolio GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:5.36% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Cnsrv ETF Portfolio Analyses