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
$α$	0.0598	20.86
$β$	0.7764	135.91
$γ$	0.1307	24.91
$λ_{1}$	0.0098	4.87
$λ_{2}$	0.0719	6.52
$λ_{3}$	0.9233	76.32

V-Lab

National Bank of Canada MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.05% (-0.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other National Bank of Canada Analyses