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
$ω$	0.0345	14.02
$α$	0.0258	4.52
$β$	0.8597	187.01
$γ$	0.1308	8.91

V-Lab

Vanguard DEV ALL CAP EX NA GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:11.69% (-0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard DEV ALL CAP EX NA Analyses