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
$ω$	1.6076	5.30
$α$	0.1729	4.93
$β$	0.7389	18.68
$γ_{1}$	0.2294	3.74
$γ_{2}$	-0.3455	-3.85
$γ_{3}$	0.2186	3.10

V-Lab

Vanguard ALL CP EX NA Cadhdg Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:16.11% (-1.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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