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
$ω$	0.7413	4.36
$α$	0.1371	7.07
$β$	0.8247	38.09
$γ_{1}$	-0.0496	-1.14
$γ_{2}$	0.1080	1.67
$γ_{3}$	-0.1823	-3.36

V-Lab

Vanguard Ftse CDN DV YLD ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:9.62% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Ftse CDN DV YLD ETF Analyses