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
$ω$	0.9398	7.33
$α$	0.1574	6.92
$β$	0.7860	28.59
$γ_{1}$	0.0298	2.10
$γ_{2}$	-0.0569	-1.92

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:14.91% (-1.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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