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
$ω$	0.0008	12.55
$α$	0.1002	21.16
$β$	0.8575	198.96
$γ$	-0.0357	-3.88

V-Lab

Vanguard CDN ST BD IDX ETF AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:1.88% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard CDN ST BD IDX ETF Analyses