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
$ω$	0.7660	9.00
$α$	0.1289	5.59
$β$	0.7997	28.69
$γ_{1}$	-0.0037	-1.48

V-Lab

Vanguard Global Value Factor Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:16.27% (-0.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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