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
$m$	31
$α$	0.0000	0.00
$β$	0.8019	76.18
$γ$	0.2149	24.43
$λ_{1}$	0.0200	1.72
$λ_{2}$	0.0424	1.80
$λ_{3}$	0.9343	25.15

V-Lab

Vanguard US TTL MKT IDX ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:11.88% (-0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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