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
$ω$	0.0779	19.42
$α$	0.1288	22.53
$β$	0.8011	119.17

V-Lab

Vanguard Global Value Factor GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:16.60% (-1.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Global Value Factor Analyses