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
$ω$	4.6815	4.93
$α$	0.0858	75.67
$β$	0.9968	1,623.43
$ν$	5.3960	21.90

V-Lab

National Bank of Canada GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:16.12% (-0.47%)

Date Range:

Parameter Estimates

Other National Bank of Canada Analyses