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
$ω$	0.0631	19.87
$α$	0.0436	0.00
$β$	0.8573	154.91
$γ$	1.0000	0.00
$δ$	1.9755	13.76

V-Lab

Vanguard Glbl Momentum Factr APARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:20.92% (+2.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Glbl Momentum Factr Analyses