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
$ω$	1.2239	7.28
$α$	0.1555	6.87
$β$	0.7788	30.59
$γ_{1}$	0.0075	1.81

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:14.04% (-0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard DV Allcp Ex(Cad-Hg) Analyses