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
$ω$	0.8449	6.47
$α$	0.1113	3.08
$β$	0.7000	11.85
$γ_{1}$	-0.5012	-1.69
$γ_{2}$	0.7294	1.59
$γ_{3}$	-0.2714	-0.85
$γ_{4}$	-0.1480	-0.51
$γ_{5}$	0.6426	2.23
$γ_{6}$	-1.0968	-3.72
$γ_{7}$	1.6426	5.57
$γ_{8}$	-1.7808	-6.23
$γ_{9}$	0.8421	3.06
$γ_{10}$	0.0568	0.27

V-Lab

Vanguard CDN ST BD IDX ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:1.89% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard CDN ST BD IDX ETF Analyses