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
$ω$	1.5619	5.18
$α$	0.1734	4.96
$β$	0.7401	18.82
$γ_{1}$	0.2065	3.34
$γ_{2}$	-0.2932	-3.31
$γ_{3}$	0.1168	2.67

V-Lab

Vanguard ALL CP EX NA Cadhdg Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:12.64% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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