S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0222	16.63
$α$	0.0940	44.55
$β$	0.8969	454.34
$γ$	0.2416	10.91

V-Lab

National Bank of Canada AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.08% (-0.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other National Bank of Canada Analyses