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
$ω$	0.9309	5.34
$α$	0.0765	2.98
$β$	0.7933	13.90
$γ_{1}$	0.5561	2.91
$γ_{2}$	-0.7985	-2.89
$γ_{3}$	0.5265	3.12
$γ_{4}$	-0.7316	-5.88
$γ_{5}$	0.6657	7.71

V-Lab

Vanguard Canadian LT BD INX Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:7.68% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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