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
$m$	46
$α$	0.8587	8,586,710.00
$β$	0.2326	2,326,090.00
$γ$	-0.1826	-1,825,600.00
$λ_{1}$	0.0285	24.64
$λ_{2}$	1.0000	26.87
$λ_{3}$	0.0000	0.00

V-Lab

Vanguard Canadian LT BD INX MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:0.00% (-1.60%)

Date Range:

Parameter Estimates

News Impact Curve

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