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
$ω$	1.3915	5.36
$α$	0.1101	9.35
$β$	0.8445	53.27
$γ_{1}$	-0.0158	-0.32
$γ_{2}$	0.0753	1.03
$γ_{3}$	-0.1210	-2.18
$γ_{4}$	0.0436	0.79
$γ_{5}$	0.1165	2.26
$γ_{6}$	-0.2242	-4.39
$γ_{7}$	0.2188	3.94
$γ_{8}$	-0.1304	-2.18
$γ_{9}$	0.0793	1.17
$γ_{10}$	-0.0719	-1.43

V-Lab

National Bank of Canada Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:16.77% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other National Bank of Canada Analyses