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
$m$	76
$α$	0.0000	0.00
$β$	0.8317	129.32
$γ$	0.1998	28.77
$λ_{1}$	0.0190	1.65
$λ_{2}$	0.0272	1.95
$λ_{3}$	0.9565	40.20

V-Lab

Vanguard Glbl Momentum Factr MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:21.13% (-1.43%)

Date Range:

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News Impact Curve

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