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
$ω$	0.7500	6.47
$α$	0.0892	4.08
$β$	0.8507	38.70
$γ_{1}$	-0.0672	-2.38
$γ_{2}$	0.1395	3.07
$γ_{3}$	-0.1611	-3.13

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:2.02% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Canadian S-T CP ETF Analyses