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
$ω$	0.8452	6.51
$α$	0.1114	3.06
$β$	0.6979	11.59
$γ_{1}$	-0.5087	-1.72
$γ_{2}$	0.7413	1.62
$γ_{3}$	-0.2741	-0.86
$γ_{4}$	-0.1580	-0.55
$γ_{5}$	0.6632	2.31
$γ_{6}$	-1.1239	-3.81
$γ_{7}$	1.6797	5.67
$γ_{8}$	-1.8451	-6.29
$γ_{9}$	0.9755	3.07
$γ_{10}$	-0.2713	-0.49

V-Lab

Vanguard CDN ST BD IDX ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:1.74% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard CDN ST BD IDX ETF Analyses