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
$m$	41
$α$	0.0000	0.00
$β$	0.7364	69.51
$γ$	0.2044	29.12
$λ_{1}$	0.0288	1.43
$λ_{2}$	0.1031	2.36
$λ_{3}$	0.8530	12.83

V-Lab

Vanguard DEV ALL CAP EX NA MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:10.75% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard DEV ALL CAP EX NA Analyses