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
$ω$	0.0632	13.48
$α$	0.0000	0.00
$β$	0.8564	145.04
$γ$	0.1711	14.65

V-Lab

Vanguard Glbl Momentum Factr GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:19.71% (-0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Glbl Momentum Factr Analyses