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
$ω$	0.0151	17.17
$α$	0.0168	4.11
$β$	0.8743	270.02
$γ$	0.1666	16.48

V-Lab

Vanguard Ftse CDN DV YLD ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:7.82% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Ftse CDN DV YLD ETF Analyses