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
$m$	26
$α$	0.0000	0.00
$β$	0.7992	77.53
$γ$	0.2230	24.92
$λ_{1}$	0.0151	2.01
$λ_{2}$	0.0354	1.96
$λ_{3}$	0.9461	35.08

V-Lab

Vanguard S&P 500 Index ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:12.25% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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