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
$ω$	0.0287	33.27
$α$	0.2145	82.26
$β$	0.7855	310.34
$γ$	0.0672	14.95
$δ$	1.2413	31.98

V-Lab

National Bank of Canada Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.58% (-1.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other National Bank of Canada Analyses