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
$ω$	0.6415	6.67
$α$	0.0907	3.36
$β$	0.7952	22.76
$γ_{1}$	-0.8886	-1.95
$γ_{2}$	1.4355	2.06
$γ_{3}$	-0.9923	-2.39
$γ_{4}$	0.5930	1.66
$γ_{5}$	0.0623	0.16
$γ_{6}$	-0.6932	-1.43
$γ_{7}$	1.4509	2.97
$γ_{8}$	-1.8719	-4.79
$γ_{9}$	1.0676	3.06
$γ_{10}$	-0.0625	-0.23

V-Lab

Vanguard Canadian S-T CP ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.92% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Canadian S-T CP ETF Analyses