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
$ω$	1.3846	5.43
$α$	0.1185	4.72
$β$	0.8020	26.42
$γ_{1}$	0.2024	3.81
$γ_{2}$	-0.3080	-3.99
$γ_{3}$	0.2093	3.22

V-Lab

Vanguard DEV ALL CAP EX NA Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:15.00% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard DEV ALL CAP EX NA Analyses