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
$ω$	0.0415	19.36
$α$	0.0073	1.70
$β$	0.8290	184.54
$γ$	0.2300	20.62

V-Lab

Vanguard DV Allcp Ex(Cad-Hg) GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:11.77% (-0.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard DV Allcp Ex(Cad-Hg) Analyses