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
$ω$	0.0184	17.40
$α$	0.0427	19.54
$β$	0.9188	490.27
$γ$	0.0662	11.66

V-Lab

National Bank of Canada GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.12% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other National Bank of Canada Analyses