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
$m$	56
$α$	0.0000	0.00
$β$	0.7813	79.90
$γ$	0.2531	26.56
$λ_{1}$	0.0260	2.09
$λ_{2}$	0.1119	2.05
$λ_{3}$	0.8591	12.50

V-Lab

Vanguard S&P500 Indx ETF CAD MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:12.23% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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