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
$ω$	1.3552	6.90
$α$	0.1566	6.74
$β$	0.7750	29.81
$γ_{1}$	0.0206	2.40
$γ_{2}$	-0.0234	-2.21

V-Lab

Vanguard DV Allcp Ex(Cad-Hg) Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:15.93% (-0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard DV Allcp Ex(Cad-Hg) Analyses