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
$ω$	0.0396	13.69
$α$	0.0241	2.14
$β$	0.8336	108.22
$γ$	0.2055	12.04

V-Lab

Vanguard US Total MKT IDX GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:16.57% (-1.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Total MKT IDX Analyses