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
$β$	0.7826	92.39
$γ$	0.2547	30.22
$λ_{1}$	0.0227	2.13
$λ_{2}$	0.1061	2.41
$λ_{3}$	0.8693	15.58

V-Lab

Vanguard US Total MKT IDX MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:17.53% (+5.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Total MKT IDX Analyses