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
$ω$	0.0131	1.59
$α$	0.1484	12.90
$β$	0.8027	65.49
$γ$	0.5384	8.56

V-Lab

Vanguard US Total MKT IDX AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:15.62% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Total MKT IDX Analyses