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
$ω$	1.0514	5.42
$α$	0.2036	4.40
$β$	0.6938	10.40
$γ_{1}$	0.0922	2.06
$γ_{2}$	-0.1830	-2.17

V-Lab

Vanguard Glbl MIN Volatility Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:8.66% (-0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Glbl MIN Volatility Analyses