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	16.16
$α$	0.0826	7.08
$β$	0.8864	184.47
$γ$	0.0037	0.20

V-Lab

Vanguard Canadian S-T CP ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:2.06% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Canadian S-T CP ETF Analyses