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
$ω$	0.0009	15.20
$α$	0.0873	17.71
$β$	0.8784	180.74
$γ$	0.0250	3.28

V-Lab

Vanguard Canadian S-T CP ETF AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:3.44% (+1.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Canadian S-T CP ETF Analyses