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
$m$	56
$α$	0.0028	0.60
$β$	0.7840	130.06
$γ$	0.2537	29.50
$λ_{1}$	0.0180	3.55
$λ_{2}$	0.0523	3.31
$λ_{3}$	0.9241	42.73

V-Lab

Vanguard DV Allcp Ex(Cad-Hg) MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:11.38% (-0.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard DV Allcp Ex(Cad-Hg) Analyses