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
$m$	66
$α$	0.0330	16.17
$β$	0.9086	76.13
$γ$	0.0321	6.20
$λ_{1}$	0.0109	2.29
$λ_{2}$	0.0218	1.86
$λ_{3}$	0.9732	70.02

V-Lab

Canadian National Railway Co MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:22.59% (-0.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian National Railway Co Analyses