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
$ω$	1.0391	7.51
$α$	0.1493	8.04
$β$	0.8027	35.54
$γ_{1}$	0.0197	2.02
$γ_{2}$	-0.0266	-2.14

V-Lab

Vanguard US Total MKT IDX Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:16.48% (-1.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Total MKT IDX Analyses