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
$ω$	0.0500	18.92
$α$	0.1018	20.96
$β$	0.8702	173.14
$γ$	0.4825	13.47
$δ$	1.2769	18.03

V-Lab

Vanguard Global Value Factor APARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:14.92% (-0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Global Value Factor Analyses