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
$α$	0.0331	16.20
$β$	0.9087	76.32
$γ$	0.0320	6.19
$λ_{1}$	0.0109	2.30
$λ_{2}$	0.0217	1.86
$λ_{3}$	0.9733	70.39

V-Lab

Canadian National Railway Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.65% (-0.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian National Railway Co Analyses