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
$ω$	0.0681	17.26
$α$	0.1491	32.42
$β$	0.7650	184.21
$γ$	0.4936	19.45

V-Lab

Vanguard Global Value Factor AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:16.90% (+0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Global Value Factor Analyses