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
$m$	86
$α$	0.9987	9,987,180.00
$β$	0.0000	100.00
$γ$	0.0025	25,430.00
$λ_{1}$	3.5071	8.30
$λ_{2}$	0.6526	10.56
$λ_{3}$	0.0000	0.00

V-Lab

Vanguard Ftse CDN DV YLD ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:10.54% (-4.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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