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
$ω$	0.0246	2.54
$α$	0.0938	18.10
$β$	0.8240	112.20
$γ$	0.8667	12.56

V-Lab

Vanguard Glbl Momentum Factr AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:20.77% (-1.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Glbl Momentum Factr Analyses