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
$ω$	-0.0114	-10.29
$α$	0.1122	11.46
$β$	0.9815	629.16
$γ$	-0.0119	-1.83

V-Lab

Vanguard Canadian LT BD INX EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:7.24% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Canadian LT BD INX Analyses