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
$α$	0.0000	0.00
$β$	0.7147	81.26
$γ$	0.2877	33.28
$λ_{1}$	0.0500	2.03
$λ_{2}$	0.1414	3.33
$λ_{3}$	0.7900	10.88

V-Lab

Vanguard ALL CP EX NA Cadhdg MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:10.67% (-0.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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