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
$ω$	0.7527	6.76
$α$	0.1289	5.50
$β$	0.7987	28.62
$γ_{1}$	-0.0059	-0.49

V-Lab

Vanguard Global Value Factor Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:16.93% (-1.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Global Value Factor Analyses